INTRODUCTION: The relationship between psychosocial factors and bodily pain in people with knee osteoarthritis (KOA) is unclear. PURPOSE: To examine whether widespread pain was associated with poorer self-efficacy, more anxiety, depression, and kinesiophobia in people with KOA. METHODS: This was a cross-sectional study based on data from Good Life with osteoArthritis in Denmark (GLA:D®). The association between widespread pain (multiple pain sites) and self-efficacy (Arthritis Self-Efficacy Scale), anxiety and depression (item from the EQ-5D-5 L), and kinesiophobia (yes/no) was examined using multiple linear tobit or logistic regression models. RESULTS: Among 19,323 participants, 10% had no widespread pain, 37% had 2 pain sites, 26% had 3-4 pain sites, and 27% had ≥5 pain sites. Widespread pain was associated with poorer self-efficacy (-0.9 to -8.3 points), and the association was stronger with increasing number of pain sites (p-value <.001). Significant increasing odds ratios (ORs) were observed for having anxiety or depression with 3-4 pain sites (OR 1.29, 95% CI 1.12; 1.49) and ≥5 pain sites (OR 1.80, 95% CI 1.56; 2.07). Having 2 and 3-4 pain sites were associated with lower odds of kinesiophobia compared to having no widespread pain. CONCLUSION: Widespread pain was associated with lower self-efficacy and more anxiety and depression but also lower kinesiophobia in people with KOA.