Animal models of chronic pain have provided valuable information on the mechanisms of initiation and maintenance of the disease. Much of the research effort has targeted sensory abnormalities like hyperalgesia and allodynia. However, in the past 15 years a significant number of research groups have focused their attention on comorbid anxiety, depression and cognitive impairments that frequently emerge in chronic pain conditions. A myriad of paradigms have since then been introduced in the field to tackle multiple dimensions of rodents' behavior. Concerning emotional behavior, these include the elevated plus (and zero) maze and dark/light box for anxiety, the forced swimming and tail suspension tests for depression, and the spontaneous burrowing behavior for general well-being. Regarding the cognitive dimension, several water mazes (spatial-reference memory), attentional set-shifting test (attention and reversal learning), novel object recognition (memory), 5-choice serial reaction time task (sustained attention) and variable delay-to-signal task (impulsivity) are among the most commonly employed paradigms. The construct of some of these paradigms in the context of chronic pain will be reviewed in this chapter, with special emphasis on mood and cognitive alterations that are associated with the development of neuropathic and arthritic pain.