Chronic pain and depression exhibit a high comorbidity, are challenging to manage, and their pathophysiology mechanisms are intricated and closely related to the up-regulation of pro-inflammatory response and oxidative stress. Chronic pain and depression often coexist and present significant management challenges. Their underlying pathophysiological mechanisms are complex and closely linked to the up-regulation of pro-inflammatory responses and oxidative stress. α-(Phenylselanyl) acetophenone (PSAP), an organoselenium compound, has shown antioxidant, antidepressant-like and antinociceptive effects in animal models. This study aimed to evaluate the effects of acute PSAP administration in a comorbid pain-depression model induced by intracerebroventricular (i.c.v.) injection of the pro-inflammatory cytokine tumor necrosis factor-α (TNF-α) in male Swiss mice. TNF-α (0.1 ƒg/5 µL, i.c.v.) was injected 1 h before the behavioral tests, followed by acute PSAP treatment (10 mg/kg, intragastrically [i.g.]) 30 min post-TNF-α injection. TNF-α decreased the latency time to first immobility episode and increased the total immobility time of mice in the forced swimming test (FST), effects prevented by PSAP treatment. PSAP also reversed TNF-α-induced nociceptive responses in mice, assessed by the hot plate test. These behavioral improvements may be attributed, at least in part, to the capacity of PSAP treatment reverse the TNF-α-induced increase on reactive species and lipoperoxidation levels, as well as modulate altered activities of antioxidant enzymes catalase and superoxide dismutase in the cerebral cortex and hippocampus. Furthermore, PSAP decreased circulating corticosterone levels elevated by TNF-α injection. In conclusion, PSAP emerges as a promising candidate for the development of innovative therapeutic strategies to address the comorbidity of pain and depression.