It makes you experience pain more intensely.
What may seem like a minor trauma to a person without depression can be a source of serious pain for those with the condition. For example, when researchers at the University of Oxford tested this mental-physical link in 2010, they found that people in a negative state of mind felt pangs of pain more intensely.
“When… healthy people were made sad by negative thoughts and depressing music, we found that their brains processed pain more emotionally, which lead (sic) to them finding the pain more unpleasant,” study author Dr. Chantal Berna explained.