Objectives: To determine and compare estimates of the smallest worthwhile effect (SWE) for physiotherapy in neck, shoulder, and low-back pain patients and to investigate the influence of sociodemographic, clinical, and psychological factors on these estimates. Methods: A structured telephone interview was conducted before treatment was commenced in 160 patients referred for primary care physiotherapy. The benefit-harm trade-off method was used to estimate the SWE of physiotherapy for the following outcomes; pain, disability, and time to recovery, compared with the improvement achieved without any treatment (natural course). Regression analyses were used to assess the influence of sociodemographics, clinical variables, and intake scores on pain, disability, and psychological scales. Results: The median SWE for improvements on pain and disability was 20% (interquartile range 10%–30%), and the SWE for time to recovery was 10 days (interquartile range 7–14 days) over a period of 6 weeks. These estimates did not differ with respect to pain location (neck, shoulder, or back) and were generally unaffected by sociodemographic, clinical, and psychological factors. Conclusion: People with neck, shoulder, and low-back pain need to see at least 20% of additional improvement on pain and disability compared with natural recovery to consider that the effect of physiotherapy is worthwhile, given its costs, potential side effects, and inconveniences.