Changes in maladaptive cognitions may constitute therapeutic processes of multidisciplinary pain programs. A cross-lagged panel design was used to determine whether (a) early-treatment cognitive change predicted late-treatment outcome index change, but not vice versa; and (b) these effects remained significant with depression change controlled. Ninety chronic pain patients, in a 4-week multidisciplinary program, completed measures of catastrophizing, pain helplessness, depression, pain, interference, and activity level at pre-, mid-, and posttreatment. With depression changes controlled, early-treatment catastrophizing and pain helplessness changes predicted late-treatment outcome index changes, but not vice versa; early-treatment depression changes predicted late-treatment activity changes, but not vice versa. Findings advance understanding of pain treatment process and suggest that negative cognition changes may indeed affect improvements in treatment outcome.