A Study in Depression and Associated Painful Physical Symptoms

Key Inclusion Criteria: * Meets criteria for Major Depressive Disorder (MDD) as defined by Diagnostic and Statistical Manual of Mental Disorders, Fourth Edition, Text Revision (DSM-IV-TR) and confirmed by the Mini International Neuropsychiatric Interview (MINI) * Montgomery-Asberg Depression Rating Scale (MADRS) total score greater than or equal to 20 during the Screening Phase * At least 1 previous episode of depression * Painful physical symptoms with a score greater than or equal to 3 on the Brief Pain Inventory-Short Form (BPI-SF) average pain question * A Clinical Global Impression of Severity (CGI-S) score greater than or equal to 4 during the Screening Phase * Written informed consent Key Exclusion Criteria: * Currently enrolled in, or discontinued within the last 30 days from, a clinical trial involving an off-label use of an investigational drug or device * Have previously completed or withdrawn from this study or any other study investigating duloxetine (unless no study drug was received) * Women of child-bearing potential who are not using a medically accepted means of contraception * Have any current (within past 6 months) DSM-IV-TR primary Axis I diagnosis other than MDD * Have a history of alcohol abuse and/or substance abuse or dependence within 1 year prior to being screened for the study * Have any prior history of bipolar disorder, psychosis, or schizophrenia * Have an Axis II disorder that would interfere with study compliance * Lack of response of any episode of major depression (lifetime of subject) to two or more adequate courses of antidepressant therapy, at a clinically appropriate dose for at least 4 weeks or, alternatively, in the judgment of the investigator, the subject meets criteria for treatment resistant depression * Have previously received treatment of MDD or Generalized Anxiety Disorder (GAD) with an adequate trial of duloxetine and did not respond or could not tolerate duloxetine * Diagnosis of acute liver injury or severe cirrhosis * Uncontrolled narrow-angle glaucoma * Positive urine drug screen for any substance of abuse * Have a serious medical illness, including any cardiovascular, hepatic, renal, respiratory, hematologic, endocrinologic, or neurologic disease, or clinically significant laboratory abnormality that is not stabilized or is anticipated to require intervention, hospitalization, or use of an excluded medication during the study * History of a serious suicide attempt or subject judged clinically to be at serious suicidal risk * Requires continuous use of analgesics for 6 or more months because of chronic pain * Has pain of a known origin * Meets criteria for fibromyalgia as defined by the American College of Rheumatology * Experiences greater than or equal to 1 migraine headache per week * Have had electroconvulsive therapy (ECT), transcranial magnetic stimulation (TMS), or vagus nerve stimulation (VNS) within 1 year prior to being screened for the study * Initiating, changing, or stopping psychotherapy within 6 weeks prior to being screened for the study or at any time during the study * Investigator or subject anticipates initiating, changing, or stopping non-pharmacologic or alternative therapies for painful physical symptoms at any time during the study * Are taking any excluded medications within 7 days prior to randomization with the exception of fluoxetine which cannot be taken within 30 days prior to randomization * Treatment with a monoamine oxidase inhibitor (MAOI) within 14 days prior to randomization or have the potential need to use an MAOI during the study or within 5 days after discontinuation of study drug * Abnormal thyroid stimulating hormone * Has epilepsy or history of seizure disorder or received treatment with anticonvulsant medication for epilepsy or seizures