A higher level of pain self-efficacy has been suggested as a predictor of a better outcome in patients with musculoskeletal disorders. The Pain Self-Efficacy Questionnaire (PSEQ) is one of the most frequently used patient-reported outcome measures for pain self-efficacy. The purpose of this study was to conduct a systematic review that would identify, appraise, and synthetize the psychometric properties of the PSEQ. Embase, MEDLINE, and CINAHL databases were searched for publications reporting on psychometric properties of the PSEQ in populations with musculoskeletal disorders. After applying selection criteria on identified citations, 28 studies (9853 participants) were included. The methodological quality as measured with the COSMIN risk of bias tool varied from to for most measurement properties. The results showed a weighted mean intraclass correlation coefficient of 0.86 (range: 0.75-0.93) for test-retest reliability for the original 10-item PSEQ and the minimal detectable change at 95% confidence interval was 11.52 out of 60 points. Effect size and standardized response mean values were 0.53 and 0.63, respectively, whereas the minimal clinically important difference ranged from 5.5 to 8.5 in patients with chronic low back pain. Internal consistency (Cronbach alpha) ranged from 0.79 to 0.95. The results also showed that the PSEQ has low to moderate correlations with measures of quality of life, disability, pain, pain interference, anxiety, depression, and catastrophizing. Finally, the PSEQ has been adapted and validated in 14 languages. Overall, the results demonstrate that the PSEQ has excellent validity, reliability, and responsiveness. Further high-quality studies are needed to determine responsiveness in populations other than chronic low back pain.