Chronic pain and depression are conditions that are highly comorbid and present with overlapping clinical presentations and common pathological biological pathways in neuroinflammation, both of which can be reversed by the use of electroacupuncture (EA) and omega-3 polyunsaturated fatty acids (PUFAs). Transient receptor potential V1 (TRPV1), a Ca permeable ion channel that can be activated by inflammation, is reported to be involved in the development of chronic pain and depression. Here, we investigated the role of TRPV1 and its related pathways in the murine models of cold stress-induced nociception and depression. Female C57BL/6 wild type and TRPV1 knockout mice were subjected to intermittent cold-stress (ICS) to initiate depressive-like and chronic pain behaviors, respectively. The Bio-Plex ELISA technique was utilized to analyze inflammatory mediators in mice plasma. The western blot and immunostaining techniques were used to analyze the presence of TRPV1 and related molecules in the medial prefrontal cortex (mPFC), hippocampus, periaqueductal gray (PAG), and amygdala. The ICS model significantly induced chronic pain (mechanical: 2.55 ± 0.31 g; thermal: 8.12 ± 0.87 s) and depressive-like behaviors (10.95 ± 0.95% in the center zone; 53.14 ± 4.01% in immobility). The treatment efficacy of EA, docosahexaenoic acid (DHA), and eicosapentaenoic acid (EPA) were observed in both nociceptive and depression test results. Inflammatory mediators were increased after ICS induction and further reversed by the use of EA, EPA and DHA. A majority of TRPV1 proteins and related molecules were significantly decreased in the mPFC, hippocampus and PAG of mice. This decrease can be reversed by the use of EA, EPA and DHA. In contrast, these molecules were increased in the mice's amygdala, and were attenuated by the use of EA, EPA and DHA. Our findings indicate that these inflammatory mediators can regulate the TRPV1 signaling pathway and initiate new potential therapeutic targets for chronic pain and depression treatment.