Struggling with Chronic Pain and Depression

Hey yall, I am an individual who struggles with severe depression and with some sort of chronic pain and lately, I've been really struggling. My pain has been getting worse, lowering my overall quality of life, leaving me almost entirely housebound, which has in turn made my depression a lot worse. I went to a doctor recently for help with pain relief, specifically getting on medication, to which they said they didn't want to give me any because they didn't like throwing meds at things and that it wouldn't help later down the line. My worry is that, if my quality of life continues to decrease, that my depression will get worse and worse. Does anyone have any recommendations when it comes to asking doctors to give pain medications, or at the very least, other treatment options?