Although evidence reveals that self-efficacy is associated with disability in people with pain, there is less known about this relationship in primary care settings and no published information in general population samples. This study aimed to assess the relationship between pain, self-efficacy, health-related quality of life, psychological distress and disability in a general population sample. A randomly selected sample from electoral registers of the lower North Island of New Zealand was mailed a survey questionnaire. Presence of musculoskeletal pain was defined as "pain present for at least seven consecutive days during the last month". Respondents were divided into three groups on the basis of pain: no pain, pain present for less than 12 months and pain present for 12 months or longer. Health Self-efficacy, General Self-efficacy, General Health Questionnaire, modified Health Assessment Questionnaire and EuroQol-5D were also included in the survey instrument. There were 289/471 (61%) returned questionnaires from eligible subjects (of an original sample of 540). General linear modelling found evidence of an association between pain status and self-efficacy with disability, explaining 16.4-18.8% of variability in mHAQ scores. In addition, we found evidence of an interaction between pain status and general self-efficacy, suggesting a stronger relationship between general self-efficacy and disability for pain present for 12 months or more. This interaction was not observed for health self-efficacy. General self-efficacy was more strongly related to psychological distress and this association was not influenced by pain status. Health-related quality of life was associated with health self-efficacy but not general self-efficacy.