Pain and emotional exhaustion are prevalent conditions with consequences for sickness absence. Although they often co-occur, their combined associations with sickness absence are poorly understood. This study aimed to examine the separate and combined associations of pain and emotional exhaustion with subsequent sickness absence. The data were derived from a cross-sectional questionnaire survey sent to 40 to 60-year-old employees of the City of Helsinki in 2000 to 2002 (n = 6457) linked with the City of Helsinki personnel register information on sickness absence (3 years on from the survey). Self-certified (1-3 days) and medically certified sickness absence spells (4-14 days, more than 14 days) were used as outcomes. Acute and chronic pain and emotional exhaustion were measured in a questionnaire survey. For the purposes of this study, sickness absence and pain variables were merged to form a new variable with 6 mutually exclusive categories. The main statistical method was negative binomial regression analysis. The synergy index was used to estimate the interaction. Among women, acute and chronic pain with and without emotional exhaustion predicted sickness absence, particularly absence lasting for more than 2 weeks, whereas emotional exhaustion alone did not. The associations persisted when further adjusted for socioeconomic and sociodemographic factors, health-related behaviors, and somatic and mental health. A synergistic interaction effect was found for co-occurring pain and emotional exhaustion on medically certified sickness absence. The results for men were mainly similar, but less stable. In order to tackle sickness absence, special attention should be paid to the prevention and treatment of employees with co-occurring pain and emotional exhaustion.