Drop-out from treatment and attrition from follow-up present problems for generalizing results from pain management programmes. Predictors of drop-out and of attrition were sought from a range of psychological and physical variables. Of 239 patients admitted to an in-patient pain management programme, 24 (10 percent) dropped out, 12 (5 percent) did not attend one month follow-up and 65 (26 percent) did not attend six month follow-up. Comparisons were made of personal, medical, psychological, physical and pain measures, taken before admission, on discharge and at one month follow-up. Drop-out was best predicted by the combination of low self-efficacy and poor physical performance. Before treatment, future non-attenders at six month follow-up reported more distress due to pain and more frequent catastrophic thinking. Although they improved during treatment, at one month follow-up future non-attenders at six month follow-up scored significantly worse on almost all physical and psychological measures. Frequency of catastrophic thoughts at one month follow-up was the best predictor of attrition at six month follow-up.