Background: Musculoskeletal pain (MSP) is recognized worldwide as a major cause of increased years lived with disability. In addition to known generic prognostic factors, illness perceptions (IPs) may have predictive value for poor recovery in MSP. We were interested in the added predictive value of baseline IPs, over and above the known generic prognostic factors, on clinical recovery from MSP. Also, it is hypothesized there may be overlap between IPs and domains covered by the Four-Dimensional Symptom Questionnaire (4DSQ), measuring distress, depression, anxiety and somatization. The aim of this study is twofold; 1) to assess the added predictive value of IPs for poor recovery and 2) to assess differences in predictive value for poor recovery between the Brief Illness Perception Questionnaire - Dutch Language Version (Brief IPQ-DLV) and the 4DSQ. Methods: An eligible sample of 251 patients with musculoskeletal pain attending outpatient physical therapy were included in a multi-center longitudinal cohort study. Pain intensity, physical functioning and Global Perceived Effect were the primary outcomes. Hierarchical logistic regression models were used to assess the added value of baseline IPs for predicting poor recovery. To investigate the performance of the models, the levels of calibration (Hosmer-Lemeshov test) and discrimination (Area under the Curve (AUC)) were assessed. Results: Baseline ‘Treatment Control’ added little predictive value for poor recovery in pain intensity [Odds Ratio (OR) 0.80 (Confidence Interval (CI) 0.66–0.97), increase in AUC 2%] and global perceived effect [OR 0.78 (CI 0.65–0.93), increase in AUC 3%]. Baseline ‘Timeline’ added little predictive value for poor recovery in physical functioning [OR 1.16 (CI 1.03–1.30), increase in AUC 2%]. There was a non-significant difference between AUCs in predictive value for poor recovery between the Brief IPQ-DLV and the 4DSQ. Conclusions: Based on the findings of this explorative study, assessing baseline IPs, over and above the known generic prognostic factors, does not result in a substantial improvement in the prediction of poor recovery. Also, no recommendations can be given for preferring either the 4DSQ or the Brief IPQ-DLV to assess psychological factors.