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The differential progression of ten chronic overlapping pain conditions (COPC) and four comorbid mental disorders across demographic groups have rarely been reported in the literature. To fill in this gap, we conducted retrospective cohort analyses using All of Us Research Program data from 1970 to 2023. Separate cohorts were created to assess the differential patterns across sex, race, and ethnicity. Logistic regression models, controlling for demographic variables and household income level, were employed to identify significant sociodemographic factors associated with the differential progression from one COPC or mental condition to another. Among the 139 frequent disease pairs, we identified group-specific patterns in 15 progression pathways. Black or African Americans with a COPC condition had a significantly increased association in progression to other COPCs (CLBP- > IBS, CLBP- > MHA, or IBS- > MHA, OR≥1.25, adj.p ≤ 4.0x10^-3) or mental disorders (CLBP- > anxiety, CLBP- > depression, MHA- > anxiety, MHA- > depression, OR≥1.25, adj.p ≤ 1.9x10^-2) after developing a COPC. Females had an increased likelihood of chronic low back pain after anxiety and depression (OR≥1.12, adj.p ≤ 1.5x10^-2). Additionally, the lowest income bracket was associated with an increased risk of developing another COPC from a COPC (CLBP- > MHA, IBS- > MHA, MHA- > CLBP, or MHA- > IBS, OR≥1.44, adj.p ≤ 2.6x10^-2) or from a mental disorder (depression- > MHA, depression- > CLBP, anxiety- > CLBP, or anxiety- > IBS, OR≥1.50, adj.p ≤ 2.0x10^-2), as well as developing a mental disorder after a COPC (CLBP- > depression, CBLP- > anxiety, MHA- > anxiety, OR≥1.37,adj.p ≤ 1.6x10⁻²). To our knowledge, this is the first study that unveils the sociodemographic influence on COPC progression. These findings suggest the importance of considering sociodemographic factors to achieve optimal prognostication and preemptive management of COPCs.