Chronic low back pain and osteoarthritis are two musculoskeletal problems that are highly prevalent in the general population, are frequently episodic and persistent, and are associated with high costs to society, both direct and indirect. This epidemiological picture provides the background that justifies the use of self-management strategies in managing these problems. For this Review, relevant systematic reviews were included that related to effectiveness; other study designs were included that addressed other aspects of the topic. The accepted definition of self-management includes liaison between health professionals and individuals with these problems, as well as independent health-promotion activities. Independent self-management strategies, such as exercise and self-medication, are practiced by individuals in the general population. Consistent evidence shows that self-management programs for osteoarthritis are effective in addressing pain and function, but effect sizes are small and might be clinically negligible. Educational programs for patients with back pain are effective in an occupational setting and if combined with an exercise program. Exercise is an effective strategy in the management of both chronic low back pain and osteoarthritis, although it is unclear what the optimum exercise is. Exercise, supported by advice and education, should be at the core of self-management strategies for chronic low back pain and osteoarthritis.