We examined the relative impact of baseline anxiety, depression and fear of movement on health related quality of life at 12-month follow-up after a multidisciplinary pain management programme. One hundred and eleven patients who had chronic musculoskeletal pain (mean age 45 years, 65% women) attended during 2003-2005 a multidisciplinary three-phase pain management programme with a total time frame of six to seven months, totalling 19 days. The Beck Anxiety Inventory was used to rate anxiety, the Beck Depression Inventory depression, the Tampa Scale of Kinesiophobia fear of movement. The generic 15D questionnaire was used to assess health related quality of life. Baseline data were collected at admission, follow-up data at 12 months. Mean health related quality of life increased significantly from baseline to 12-month follow-up. Anxiety at baseline predicted significant negative change in the health related quality of life, depression predicted significant positive change in the health related quality of life. Fear of movement did not predict any significant change in the health related quality of life. We concluded that patients with chronic musculoskeletal pain and mild to moderate depression benefit from a multidisciplinary pain management programme in contrast to anxious patients. The findings imply further research with bigger sample sizes, other than HRQoL outcome measures as well as with other groups of patients.