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Dysfunction in executive functions is common among patients with chronic pain. However, the relationships between executive functioning and pain management have not been extensively studied. In this study, 189 outpatients (160 women, 29 men; mean age 33.15) with chronic pain underwent an extensive neuropsychological assessment, including several tests of executive functions. In addition, all participants completed self-assessment questionnaires regarding pain and interference of pain in everyday life. After adjusting for effects of age, education, and depression, several aspects of executive functioning were significantly associated with self-assessed everyday interference of pain (rs = 0.13–0.22, all ps < 0.05). This indicates that lower performance on tests of executive functioning was significantly associated with a higher degree of pain interference and a lower degree of life control. Pain characteristics such as pain intensity, pain duration, and pain spreading were not associated with executive functioning. These results suggest that preserved executive functions are related to better coping with pain, but not directly to the pain itself, in patients with chronic pain. Depression was also associated with self-management of pain, indicating that patients with lower executive functioning in combination with depression may need special attention during rehabilitation.