This study aimed to examine rates and correlates of depression in a treatment-seeking sample of women with vulvodynia. A total of 53 women were independently diagnosed with vulvodynia and assessed with state-of-the-art measures of major depressive disorder (MDD) and depressive symptom severity as well as psychometrically established measures of pain severity, general functioning, sexual function and quality of life. Current and lifetime prevalence rates for MDD were 17% (n = 9) and 45% (n = 24), respectively. Women with current MDD reported significantly greater pain severity, and worse functioning and quality of life than women without current MDD. Among those with lifetime MDD, the majority (62.5%) reported that their first depressive episode occurred before the onset of vulvodynia. Rates of current MDD appeared to be lower than rates of MDD among other samples of treatment seeking chronic pain patients. In summary, co-morbid MDD is related to greater pain severity and worse functioning among women with vulvodynia.