Pain and depression comorbidity affects patients' physical and mental health, as well as quality of life. Comorbid depressive symptoms in cancer pain have a severe impact on the recognition and treatment of pain. Similarly, cancer pain patients with depression are inclined towards more despair and greater impairment. The mechanisms responsible for the comorbid depressive symptoms in bone cancer pain (BCP) have not been fully delineated. Here, it was reported that the implantation of carcinoma cells into the femoral cavity of mice led to the upregulation of major histocompatibility complex class I (MHC-I) in the hippocampus. This was associated with the activation of microglial signaling pathway mediated by the triggering receptor expressed on myeloid cells 2 protein (TREM2) and DNAX-activating protein of 12 kDa (DAP12). Pain and depression-like behaviors were reversed by the knockdown of hippocampal MHC-I via a lentiviral vector harboring ribonucleic acid interference (RNAi) sequence. Moreover, MHC-I knockdown exhibited a marked reduction in the expression of TREM2 and DAP12. These results suggested that hippocampal MHC-I was involved in BCP and depression comorbidity via upregulating the signals mediated by TREM2/DAP12 in microglia. The suppression of MHC-I could be a potential therapeutic target for BCP.