This clinical trial aims to investigate a novel non-pharmacological intervention, transcranial electrical stimulation (tES), for the treatment of comorbid depression and chronic pain. The primary objectives are to optimize neurostimulation parameters through a multicenter randomized controlled design and to elucidate the underlying neural circuit-immune interaction mechanisms of this comorbidity. Participants with comorbid depression and chronic pain will be randomly assigned to receive one of four interventions: (1) anodal tDCS unilateral hemispheric concurrent dual-site stimulation (a-tDCS UHCDS) targeting the left DLPFC and M1; (2) single-target anodal tDCS over the left DLPFC; (3) 40 Hz gamma transcranial alternating current stimulation (tACS); or (4) sham stimulation. The intervention period will last for 2 weeks, followed by a series of post-treatment follow-up assessments. Researchers will compare the changes in depression severity (e.g., assessed by HAMD-17) and pain intensity (e.g., NRS, BPI) across groups to evaluate the efficacy. Secondary outcomes include pain perception, quantitative sensory testing (QST), fMRI, MEG, metabolic markers, neurotransmitter and inflammatory biomarkers. This study aims to provide a precise, individualized therapeutic strategy, reduce reliance on pharmacotherapy, and promote the development of domestic high-end medical devices.