A common misconception is that some people are only in pain because they are weak, anxious, depressed, or do not deal well with stress. This is not correct.Every experience you have — touch, warmth, itch, pain — is created by the brain and thus is all in your head, but it does not mean they are not real.Things like fear, anxiety, or depression can increase pain levels and can increase the chance of persistent pain. But often, these feelings only develop after a person already has chronic pain.