Pain-related affective and/or cognitive characteristics such as depressive symptoms, pain catastrophizing, and self-efficacy are known to exacerbate pain in people with knee osteoarthritis. However, no studies have investigated whether these psychological factors can interfere with pain relief during conservative treatment. The object of this study was to assess the prediction models considering psychological factors to predict pain relief in people with knee osteoarthritis receiving conservative treatment. Study design was a multicenter, and prospective cohort study. Data were collected in the department of physical therapy in 1 hospital and 7 orthopedic clinics. Eighty-eight people with knee osteoarthritis participated in this study and were followed for 3 months. The numeric rating scale and the Knee Injury and Osteoarthritis Outcome Score scale were used to evaluate pain relief. Potential predictors for pain relief were depressive symptoms, self-efficacy, and pain catastrophizing. The classification and regression trees methodology was used to develop the model for predicting the presence of pain relief at 1 and 3 months after the start of observation. The prediction accuracy was evaluated using the area under the receiver operating characteristic curves (AUCs). The model at 1 month after the start of observation included pain intensity at baseline, positive affect, and disease duration. The AUC of this model was 0.793 (95% confidential interval, 0.687-0.898). The model at 3 months after the start of observation included pain catastrophizing and self-efficacy. The AUC of this model was 0.808 (95% confidential interval, 0.682-0.934). The accuracy of prediction model considering pain-related affective and/or cognitive characteristics is moderate for pain relief in people with knee osteoarthritis receiving conservative treatment. Copyright © 2019 The Japanese Orthopaedic Association. Published by Elsevier B.V. All rights reserved.