Yes. My muscles really hurt sometimes when depressed. It is so painful sometimes that even my clothing hurts, on those days it is like my skin hurts too, that's rare though, on most "bad days" it is just a normal touch that hurts. Shoulders and neck will tense up causing headaches too. Legs get sore like I was running the day before but, I didn't.
If you can get the motivation, stretching might help the pains. A hot bath and add soothing extracts like lavender can help too or at least help you get back to sleep.