Joint pain related to haemophilia affects large numbers of people and has a significant impact on their quality of life. This article reviews evidence about behavioural and psychological aspects of joint pain in haemophilia, and considers that evidence in the context of research on other chronic pain conditions. The aim is to inform initiatives to improve pain self-management among people with haemophilia (PWH). Reduced pain intensity predicts better physical quality of life, so better pain management should lead to improved physical quality of life. Increased pain acceptance predicts better mental quality of life, so acceptance-based approaches to self-management could potentially be adapted for PWH. Pain self-management interventions could include elements designed to: improve assessment of pain; increase understanding of the difference between acute and chronic pain; improve adherence to clotting factor treatment; improve knowledge and understanding about the benefits and costs of using pain medications; improve judgements about what is excessive use of pain medication; increase motivation to self-manage pain; reduce negative emotional thinking about pain; and increase pain acceptance. The influence of behavioural and psychological factors related to pain are similar in haemophilia and other chronic pain conditions, so there should be scope for self-management approaches and interventions developed for other chronic pain conditions to be adapted for haemophilia, provided that careful account is taken of the need to respond promptly to acute bleeding pain by administering clotting factor.