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Many people with hemophilia are affected by chronic arthritic joint pain as well as acute bleeding pain. In this cross-sectional study, 209 men with hemophilia A or B completed the Hemophilia Pain Coping Questionnaire (HPCQ), the Chronic Pain Acceptance Questionnaire (CPAQ), and the RAND 36-item Health Survey (SF-36), a measure of health-related quality of life. Multiple regression was used to test the influence of active pain coping, passive adherence coping, and negative thoughts about pain (HPCQ scales), and activity engagement and pain willingness (CPAQ scales), on physical and mental components of quality of life (SF-36 PCS and MCS scales), taking account of age, hemophilia severity, use of clotting factor, and pain intensity. Pain intensity had the main influence on physical quality of life and negative thoughts had the main influence on mental quality of life. Activity engagement and pain willingness had small but significant influences on physical and mental quality of life. Pain willingness also moderated and partly mediated the influence of pain intensity on physical quality of life, and activity engagement and pain willingness mediated the influence of negative thoughts on mental quality of life. Negative thoughts moderated and partly mediated the influence of pain intensity on mental quality of life. There was no evidence that active pain coping influenced quality of life. The findings suggest that quality of life in hemophilia could potentially be improved by interventions to increase pain acceptance and reduce negative thoughts about pain.