The study explored the counterfactual thinking that women with chronic and widespread pain showed in response to what they themselves considered to be particularly stressful situations. Counterfactual thinking in 125 women sick-listed due to chronic and widespread pain was investigated in terms of structure, function and control focus. The women were asked, for each of three types of problems that they indicated in a questionnaire to affect them most strongly, to describe a typical occurrence of it and to complete a counterfactual sentence in connection with it of the type ‘If only . . .’. The majority of counterfactuals pertained to predominantly somatic problems (e.g. musculo-skeletal problems, pain and fatigue) classified as being affective rather than preparative and self-focused rather than external, whereas in counterfactuals relating to predominantly psychological/psychosocial problems a preparative function and an external focus were more prominent. The numbers of problems listed and the numbers of situations responded to counterfactually were positively correlated. The counterfactuals, although often related to somatic problems, generally concerned psychological or psychosocial matters such as finances and paid or unpaid work. A contextual approach to elucidating counterfactual thinking based on subjects' own experiences is seen as providing valuable insight into what bothers them most. Copyright © 2006 John Wiley & Sons, Ltd.