Background Chronic musculoskeletal pain is a common problem that is difficult to treat. Self-management support interventions may help people to manage this condition better; however, there is limited evidence showing that they improve clinical outcomes. Our overarching research question was ‘Does a self-management support programme improve outcomes for people living with chronic musculoskeletal pain?’. Aim To develop, evaluate and test the clinical effectiveness and cost-effectiveness of a theoretically grounded self-management support intervention for people living with chronic musculoskeletal pain. Methods In phase 1 we carried out two systematic reviews to synthesise the evidence base for self-management course content and delivery styles likely to help those with chronic pain. We also considered the psychological theories that might underpin behaviour change and pain management principles. Informed by these data we developed the Coping with persistent Pain, Evaluation Research in Self-management (COPERS) intervention, a group intervention delivered over 3 days with a top-up session after 2 weeks. It was led by two trained facilitators: a health-care professional and a layperson with experience of chronic pain. To ensure that we measured the most appropriate outcomes we reviewed the literature on potential outcome domains and measures and consulted widely with patients, tutors and experts. In a feasibility study we demonstrated that we could deliver the COPERS intervention in English and, to increase the generalisability of our findings, also in Sylheti for the Bangladeshi community. In phase 2 we ran a randomised controlled trial to test the clinical effectiveness and cost-effectiveness of adding the COPERS intervention to a best usual care package (usual care plus a relaxation CD and a pain toolkit leaflet). We recruited adults with chronic musculoskeletal pain largely from primary care and musculoskeletal physiotherapy services in two localities: east London and Coventry/Warwickshire. We collected follow-up data at 12 weeks (self-efficacy only) and 6 and 12 months. Our primary outcome was pain-related disability (Chronic Pain Grade disability subscale) at 12 months. We also measured costs, health utility (European Quality of Life-5 Dimensions), anxiety, depression [Hospital Anxiety and Depression Scale (HADS)], coping, pain acceptance and social integration. Data on the use of NHS services by participants were extracted from NHS electronic records. Results We recruited 703 participants with a mean age of 60 years (range 19–94 years); 81% were white and 67% were female. Depression and anxiety symptoms were common, with mean HADS depression and anxiety scores of 7.4 [standard deviation (SD) 4.1] and 9.2 (SD 4.6), respectively. Intervention participants received 85% of the course content. At 12 months there was no difference between treatment groups in our primary outcome of pain-related disability [difference –1.0 intervention vs. control, 95% confidence interval (CI) –4.9 to 3.0]. However, self-efficacy, anxiety, depression, pain acceptance and social integration all improved more in the intervention group at 6 months. At 1 year these differences remained for depression (–0.7, 95% CI –1.2 to –0.2) and social integration (0.8, 95% CI, 0.4 to 1.2). The COPERS intervention had a high probability (87%) of being cost-effective compared with usual care at a threshold of £30,000 per quality-adjusted life-year. Conclusions Although the COPERS intervention did not affect our primary outcome of pain-related disability, it improved psychological well-being and is likely to be cost-effective according to current National Institute for Health and Care Excellence criteria. The COPERS intervention could be used as a substitute for less well-evidenced (and more expensive) pain self-management programmes. Effective interventions to improve hard outcomes in chronic pain patients, such as disability, are still needed. Trial registration Current Controlled Trials ISRCTN22714229. Funding The project was funded by the National Institute for Health Research Programme Grants for Applied Research programme and will be published in full inProgramme Grants for Applied Research; Vol. 4, No. 14. See the NIHR Journals Library website for further project information.