Preventing depression in cancer patients on long-term opioid therapy should begin with depression screening before opioid initiation and repeated screening during treatment. In weighing the high morbidity of depression and opioid use disorder in patients with chronic cancer pain against a dearth of evidence-based therapies studied in this population, patients and clinicians are left to choose among imperfect but necessary treatment options. When possible, we advise engaging psychiatric and pain/palliative specialists through collaborative care models and recommending mindfulness and psychotherapy to all patients with significant depression alongside cancer pain. Medications for depression should be reserved for moderate to severe symptoms. We recommend escitalopram/citalopram or sertraline among selective serotonin reuptake inhibitors (SSRIs), or the serotonin and norepinephrine reuptake inhibitors (SNRIs) duloxetine, venlafaxine, or desvenlafaxine if patients have a significant component of neuropathic pain or fibromyalgia. Tricyclic antidepressants (TCAs) (consider nortriptyline or desipramine, which have better anticholinergic profiles) should be considered for patients who do not respond to or tolerate SSRI/SNRIs. Existing evidence is inadequate to definitively recommend methylphenidate or novel agents, such as ketamine or psilocybin, as adjunctive treatments for cancer-related depression and pain. Physicians who treat patients with cancer pain should utilize universal precautions to limit the risk of non-medical opioid use (non-medical opioid use). Patients should be screened for non-medical opioid use behaviors at initial consultation and at regular intervals during treatment using a non-judgmental approach that reduces stigma. Co-management with an addiction specialist may be indicated for patients at high risk of non-medical opioid use and opioid use disorder. Buprenorphine and methadone are indicated for the treatment of opioid use disorder, and while they have not been systematically studied for treatment of opioid use disorder in patients with cancer pain, they do provide analgesia for cancer pain. While an interdisciplinary team approach to manage psychological stress may be beneficial, this may not be possible for patients treated outside of comprehensive cancer centers.