Hayward R, et al. - Researchers performed this systematic review with the aim to determine the role of self‐efficacy as a (i) prognostic factor and (ii) moderator of treatment, in chronic musculoskeletal pain (CMP) patients attending a pain management program (PMP). Querying six electronic databases, they identified six studies evaluating self‐efficacy as a prognostic factor with a total of 1,881 participants for inclusion. Two studies reported self‐efficacy as a prognostic factor for physical functioning. Weak evidence was gained here supporting self‐efficacy as a prognostic factor for disability, health‐related quality of life and pain outcomes and there was no evidence for psychological variables, disease severity and tender point index following PMPs. Overall findings suggest a possible role of baseline self‐efficacy in physical function outcomes in CMP patients attending a PMP.