Introduction: Chronic pain and depression are highly comorbid and difficult-to-treat disorders. We previously showed this comorbidity is associated with higher depression severity, lower antidepressant treatment effectiveness and poorer prognosis in the Australian Genetics of Depression Study. Objective: The current study aimed to assess whether a genetic liability to chronic pain is associated with antidepressant effectiveness over and above the effect of genetic factors for depression in a sample of 12,863 Australian Genetics of Depression Study participants. Methods: Polygenic risk scores were calculated using summary statistics from genome-wide association studies of multisite chronic pain and major depression. Cumulative linked regressions were employed to assess the association between polygenic risk scores and antidepressant treatment effectiveness across 10 different medications. Results: Mixed-effects logistic regressions showed that individual genetic propensity for chronic pain, but not major depression, was significantly associated with patient-reported chronic pain (Pain^PRS OR = 1.17 [1.12, 1.22]; MD^PRS OR = 1.01 [0.98, 1.06]). Significant associations were also found between lower antidepressant effectiveness and genetic risk for chronic pain or for major depression. However, a fully adjusted model showed the effect of Pain^PRS (adjOR = 0.93 [0.90, 0.96]) was independent of MD^PRS (adjOR = 0.96 [0.93, 0.99]). Sensitivity analyses were performed to assess the robustness of these results. After adjusting for depression severity measures (i.e. age of onset; number of depressive episodes; interval between age at study participation and at depression onset), the associations between Pain^PRS and patient-reported chronic pain with lower antidepressant effectiveness remained significant (0.95 [0.92, 0.98] and 0.84 [0.78, 0.90], respectively). Conclusion: These results suggest genetic risk for chronic pain accounted for poorer antidepressant effectiveness, independent of the genetic risk for major depression. Our results, along with independent converging evidence from other studies, point towards a difficult-to-treat depression subtype characterised by comorbid chronic pain. This finding warrants further investigation into the implications for biologically based nosology frameworks in pain medicine and psychiatry.