Pain is a complex phenomenon affected by biological, psychological, and social factors. Treatment of pain is most effective when using a multidisciplinary approach consisting of a careful selection of pharmacological and non-pharmacological interventions based upon disease factors, pain characteristics, psychological coping abilities, and lifestyle factors. In this review we focus on research-based evidence for non-pharmacological intervention including psychological intervention, physical exercise, patient education, and complementary approaches for pain management for patients with rheumatic diseases and common musculoskeletal pain conditions, such as low back pain. The vast majority of research studies on chronic pain conditions are focused on adults but pediatric studies are also reviewed wherever possible, to give the reader a more inclusive view of non-pharmacological approaches for pain management across the lifespan.