Purpose <p>In longstanding pain, a core treatment aim is to minimize the effect of pain on health-related quality of life and patient-specific function. The study aim was to assess whether the effect of pain intensity on outcome is mediated through pain self-efficacy. A secondary aim was to assess the mediating effect of pain self-efficacy for a subgroup of patients with low pain self-efficacy.</p> Methods <p>Prospective data of 422 patients with musculoskeletal pain seeking physical therapy was applied in analyses. The exposure was baseline pain intensity and outcomes were health-related quality of life (EQ-5D), patient-specific function (PSFS) and global perceived effect (GPE) at 12 months. The mediator was measured by the 2-item pain self-efficacy questionnaire (PSEQ-2) at baseline and 3 months.</p> Results <p>The mediating effect of pain self-efficacy on the relation between pain intensity and health-related quality of life and patient-specific function was statistically, but not clinically, significant: − 0.01 (95% CI − 0.01 to − 0.00) and − 0.08 (95% CI (− 0.15 to − 0.01). For the mediating effect of pain self-efficacy on the relation between pain intensity and global perceived effect, odds ratio was 0.97 (95% CI 0.92 to 1.01). In a subgroup with low baseline pain self-efficacy, the mediating effect of pain self-efficacy was − 0.28 (− 0.55 to − 0.01) for patient-specific function.</p> Conclusion <p>Pain self-efficacy did not have an important mediating effect on the relation between pain intensity and outcome. In a subgroup with reduced pain self-efficacy, the effect of baseline pain intensity on patient-specific function was mediated by pain self-efficacy.</p> Trial registration <p>ClinicalTrials.gov Identifier: NCT03626389. Registered August 13, 2018 (retrospectively registered).</p>