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Evidence for the cost-effectiveness of self-management interventions for chronic musculoskeletal pain (CMP) lacks consensus, which may be due to variability in the costing methods employed.The purposes of the study were to identify how costs and effects have been assessed in economic analysis of self-management interventions for CMP and to identify the effect of the chosen analytical perspective on cost-effectiveness conclusions.Five databases were searched for all study designs using relevant terms.Two independent researchers reviewed all titles for predefined inclusion criteria: adults (≥18 years of age) with CMP, interventions with a primary aim of promoting self-management, and conducted a cost analysis.Descriptive data including population, self-management intervention, analytical perspective, and costs and effects measured were collected by one reviewer and checked for accuracy by a second reviewer.Fifty-seven studies were identified: 65% (n = 37) chose the societal perspective, of which 89% (n = 33) captured health care utilization, 92% (n = 34) reported labor productivity, 65% (n = 24) included intervention delivery, and 59% (n = 22) captured patient/family costs. Types of costs varied in all studies. Eight studies conducted analyses from both health service and societal perspectives; cost-effectiveness estimates varied with perspective chosen, but in no case was the difference sufficient to change overall policy recommendations.Chronic musculoskeletal pain conditions where self-management is recommended, but not as a primary treatment, were excluded. Gray literature was excluded.Substantial heterogeneity in the cost components captured in the assessment of self-management for CMP was found; this was independent of the analytic perspective used. Greater efforts to ensure complete and consistent costings are required if reliable cost-effectiveness evidence of self-management interventions is to be generated and to inform the most appropriate perspective for economic analyses in this field.