Abstract Background The progressive nature of knee osteoarthritis (OA) leads to not only to physical but also to psychosocial decline; this aspect can influence knee pain experience, manifestations and inevitably diagnostic accuracy. To analyze the role of depressive symptoms on the association between radiographic OA and knee pain, understanding the ability of knee pain symptoms to find out individuals with radiographic OA. Methods Data on 663 subjects was obtained by interview using a structured questionnaire on social, demographic, behavioural and clinical data. Painful knee was assessed regarding having pain: ever, in the last year, in the last 6 months and in the last month. Using factor analysis, participants were graded using a knee pain score, with higher scores representing more symptomatology. Depressive symptoms were evaluated with the Beck Depressive Inventory (BDI), and radiographic knee OA was classified using the Kellgren Lawrence (KL) scale; those with KL ≥ 2 were considered as having radiographic OA. Results Knee pain was reported by 53.2% of those with radiographic KL ≥ 2 and by 33.2% of those with radiographic KL < 2. The prevalence of depressive symptoms (BDI > 14) was 19.9% among participants with radiographic KL ≥ 2 and 12.6% among those with radiographic KL < 2 (p = 0.01). The association of knee pain with radiographic knee OA was higher in higher pain scores and in participants without depressive symptoms. Among participants with BDI ≤ 14 the likelihood ratio to identify patients with radiographic knee OA increased with increased pain scores: 1.02 for score 1; 2.19 for score 2 and 7.34 when participants responded positively to all pain questions (score 3). Among participants with depressive symptoms (BDI > 14) likelihood ratios were 0.51, 1.92, 1.82, respectively. The results were similar for both genders. Conclusions Knee pain scores increased ability to identify participants with radiographic KL ≥ 2 in both sexes. However, the presence of depressive symptoms impairs the ability of knee pain complaints to identify patients with radiographic OA.