Post-stroke pain (PSP) and post-stroke depression (PSD) represent two major neuropsychiatric complications that frequently co-occur, with comorbidity rates ranging from 34 to 65.6%. Despite their high prevalence and profound impact on functional recovery and quality of life, the shared mechanisms and optimal management of this complex comorbidity remain poorly understood. We conducted a systematic review of clinical and preclinical evidence to explore the epidemiological characteristics, diagnostic challenges, neurobiological underpinnings, and therapeutic strategies for comorbid PSP and PSD. Special emphasis was placed on neuroinflammatory cascades, glial cell dysfunction, monoaminergic system dysregulation, and maladaptive neural circuit remodeling. We found PSP and PSD exhibit overlapping pathophysiological mechanisms, including microglial activation, astrocytic reactivity, pro-inflammatory cytokine release (e.g., TNF-α, IL-1β, IL-6), and dysregulation of cortico-limbic circuits involving the anterior cingulate cortex, amygdala, and ventral tegmental area. Pharmacotherapies such as serotonin-norepinephrine reuptake inhibitors (SNRIs) and NMDA receptor antagonists (e.g., ketamine), as well as neuromodulation approaches (e.g., repetitive transcranial magnetic stimulation [rTMS], transcranial direct current stimulation [tDCS]), demonstrate efficacy in both conditions, likely through anti-inflammatory and neural circuit-modulating effects. We speculate that the comorbidity of PSP and PSD is underpinned by convergent neuroimmune and neural circuit mechanisms. Targeting these shared pathways-such as with cytokine inhibitors, glial modulators, and circuit-specific neuromodulation-holds promise for developing integrated, mechanism-based therapies. Future research should prioritize multimodal treatment strategies tailored to the neurobiological signatures of this debilitating post-stroke syndrome. Infographic available for this article.