The purpose of the study was to investigate to which extent a healthy lifestyle in female healthcare workers with chronic pain contributes to reducing the risk of disability pension. We conducted a prospective cohort study with an 11-year registry follow-up. Overall, 2386 Danish female healthcare workers with chronic pain completed a questionnaire about work and lifestyle (leisure-time physical activity, smoking, and body mass index (BMI)). Data on disability benefit payments were obtained from the Danish Register for Evaluation of Marginalization. Two models (minimally and fully adjusted for different potential confounders) were tested using the Cox proportional hazards model. During the follow-up period, 17.9% of the healthcare workers obtained disability pension. Low levels of leisure time physical activity (reference: moderate level) increased the risk of disability pension in the minimally (Hazard Ratio: 1.38 (95% CI: 1.14–1.69)) and fully adjusted models (Hazard Ratio: 1.27 (95% CI: 1.04–1.56)). Being highly physically active, as opposed to being moderately active, did not confer additional protection. Additionally, a positive association was observed between smoking and disability pension in the minimally adjusted model (Hazard Ratio: 1.27 (95% CI: 1.05–1.54)). BMI was not an influential factor. In female healthcare workers with chronic pain, at least moderate levels of physical activity is a protective factor for disability pension. Effective promotion strategies should be designed for both workplace and non-workplace settings.