Pain self-efficacy and anxiety have each been shown to contribute substantially to pain intensity and pain-related disability. Although adult attachment theory has been related separately to chronic pain, anxiety, and self-efficacy, it has not before been investigated with either pain self-efficacy or anxiety in the context of chronic pain. This study investigated the interrelations between these aspects of the chronic pain experience and their relative contributions towards pain intensity and disability. A clinical sample of 152 chronic pain patients participated in this study, completing self-report measures of attachment, self-efficacy, pain intensity, and disability, prior to attending a multidisciplinary pain clinic. Results revealed that fearful and preoccupied (anxious) attachment categories were associated with low pain self-efficacy, while high scores on the attachment dimension of comfort with closeness were linked with high pain self-efficacy, particularly for males. Insecure attachment (whether defined in terms of categories or dimensions) was related to higher levels of anxiety. Pain self-efficacy proved a stronger predictor of pain intensity than did anxiety and was a stronger predictor of disability than pain intensity or anxiety. In addition, comfort with closeness moderated the associations between pain self-efficacy and disability, pain self-efficacy and pain intensity, and anxiety and disability. Together, these findings support the value of adopting an attachment theoretical approach in the context of chronic pain. Treatment considerations and future research directions are considered.