Background Symptoms of depression and anxiety commonly coexist with chronic musculoskeletal pain, and when this occurs, standard orthopedic treatment is less effective. However, mental health intervention is not yet a routine part of standard orthopedic treatment, in part because of access-related barriers. Digital mental health intervention is a potential scalable resource that could be feasibly incorporated into orthopedic care. Objective This study’s primary purpose was to assess the feasibility of introducing a digital mental health intervention (Wysa) in an outpatient orthopedic setting to patients with coexisting symptoms of depression and/or anxiety. The secondary purpose was to perform a preliminary effectiveness analysis of the intervention. Methods In this single-arm, prospective cohort study, participants included adult patients (18 years and older) who presented to a nonsurgical orthopedic specialist at a single tertiary care academic center for evaluation of a musculoskeletal condition and who self-reported symptoms of depression and/or anxiety (Patient-Reported Outcomes Measurement Information System [PROMIS] Depression and/or Anxiety score ≥55). Face-to-face enrollment was performed by a research coordinator immediately after the participant’s encounter with an orthopedic clinician. Participants were provided 2 months of access to a mobile app called Wysa, which is an established, multicomponent digital mental health intervention that uses chatbot technology and text-based access to human counselors to deliver cognitive behavioral therapy, mindfulness training, and sleep tools, among other features. For this study, Wysa access also included novel, behavioral activation–based features specifically developed for users with chronic pain. Primary feasibility outcomes included the study recruitment rate, retention rate, and engagement rate with Wysa (defined as engagement with a therapeutic Wysa tool at least once during the study period). Secondary effectiveness outcomes were between-group differences in mean longitudinal PROMIS mental and physical health score changes at 2-month follow-up between high and low Wysa users, defined by a median split. Results The recruitment rate was 29.3% (61/208), retention rate was 84% (51/61), and engagement rate was 72% (44/61). Compared to low users, high users reported greater improvement in PROMIS Anxiety scores (between-group difference −4.2 points, 95% CI −8.1 to −0.2; P=.04) at the 2-month follow-up. Between-group differences in PROMIS Depression (−3.2 points, 95% CI −7.5 to 1.2; P=.15) and Pain Interference scores (−2.3 points, 95% CI −6.3 to 1.7; P=.26) favored high users but did not meet statistical significance. Improvements in PROMIS Physical Function scores were comparable between groups. Conclusions Delivery of a digital mental health intervention within the context of orthopedic care is feasible and has the potential to improve mental health and pain-related impairment to a clinically meaningful degree. Participants’ engagement rates exceeded industry standards, and additional opportunities to improve recruitment and retention were identified. Further pilot study followed by a definitive, randomized controlled trial is warranted. Trial Registration ClinicalTrials.gov NCT04640090; https://clinicaltrials.gov/ct2/show/NCT04640090