Background: Chronic pain is a global problem, with a prevalence of 35–50%. This multifactorial condition is influenced by biological, psychological, and social factors. Objectives: We assessed the efficacy of pain neuroscience education (PNE) on psychoemotional and cognitive variables in individuals with chronic musculoskeletal pain. Methods: We searched the PubMed, PEDro, Scopus, Web of Science, and CINHAL databases. We included randomised controlled trials conducted in adults with chronic musculoskeletal pain undergoing with PNE. The authors of these papers evaluated hypervigilance, attitudes and beliefs, knowledge of pain, and/or anxiety. We assessed risk of bias by using the ROB 2.0 tool. We performed a GRADE analysis to determine the quality of the evidence. We have reported the results using descriptive statistics and narrative synthesis. Results: We included 10 articles that had implemented PNE. There were moderate to high effect sizes for the variables anxiety and knowledge of neurophysiology of pain and a moderate effect size for hypervigilance. Heterogeneity in the diagnosis of the participants, interventions, and follow-up periods did not allow us to perform a meta-analysis. Conclusions: The results suggest that there are benefits of PNE alone or in combination with another therapeutic modality. However, more research is required.