Knee and back pain since 6 months.

Hello, I am facing knee,back pain and some other area. My treatment ongoing with neurophysian and psychiatrist Both doctor this pain happens due to depression,but I am not agree.i am facing pain issue before one year and same things come again.back headache issue come just before one month and I am go for psychiatrist treatment and they also said same. After one week my friend suggest neurophysian so I go 17 years of experienced doctor,but still same issue. MRI reports normal whole back. I also try physiotherapy for 10 days.get some relief in back but not in knee and some other area. Now I am totally confused what illness with me and unable to decide which proper treatment require. Please guide me may I continue with neurophysian and psychiatrist or start only physiotherapy.