When I was having an episode of MDD, many years ago, I was in pain much of the time. I went on a road trip by myself to clear my head (didn't work!) and went horseback riding one day. Getting on and off the horse was excruciating. I later told my husband about the vague pain (along with lethargy, low mood, hopelessness, anhedonia etc.) and he told me endorphins are lowered during episodes of depression. The normal (non-depressed) baseline level of endorphins isn't available to buffer typical aches and pains This explanation made a lot of sense to me and honestly was kind of a relief. It was the first time I realized the physical nature of my illness.