Depression, anxiety, and somatization influence the recovery of people with musculoskeletal pain. A Delphi study was conducted to reach consensus on the most appropriate self-administered questionnaires to assess these psychosocial factors in people at risk of developing persistent musculoskeletal pain. A multidisciplinary panel of international experts was identified via PubReMiner. The experts (N = 22) suggested 24 questionnaires in Round 1. In Round 2, experts rated the questionnaires on suitability, considering clinimetrics, content, feasibility, personal experiences, and expertise. The highest ranked questionnaires were retained for Round 3, in which the experts made a final assessment of the suitability of the questionnaires. Sensitivity analyses were performed to assess the impact of 1) not all experts having participated in each round, and 2) experts having been involved in relevant questionnaire development. Consensus (ie, ≥75% agreement) was reached for the following questionnaires. For depression: Patient Health Questionnaire-9, Beck Depression Inventory-II, Center for Epidemiological Studies-Depression Scale, and Depression Subscale of the Depression, Anxiety and Stress Scales. In the sensitivity analyses, consensus was also reached for the Depression Subscale of the Hospital Anxiety Depression Scale. For anxiety: Generalized Anxiety Disorder Scale-7, State and Trait Anxiety Inventory, and Pain Anxiety Symptoms Scale. For somatization: no recommendation could be made. PERSPECTIVE: This study generated a short list of preferred questionnaires to assess depression, anxiety, and somatization in people with musculoskeletal pain. Broad implementation of these questionnaires by clinicians and researchers will facilitate easier comparison and pooling of baseline and outcome data. Some of the recommended questionnaires still require validation in this population.