Chronic pain exerts a significant impact on the quality of life, giving rise to both physical and psycho‐social vulnerabilities. It not only leads to direct costs associated with treatments, but also results in indirect costs due to the reduced productivity of affected individuals. Chronic conditions can be improved by reducing modifiable risk factors. Various educational programs, including the Chronic Disease Self‐Management Programme (CDSMP), have demonstrated the advantages of enhancing patient empowerment and health literacy. Nevertheless, their efficacy in addressing pain symptoms has received limited attention, especially concerning vulnerable populations. This research aims to assess the effectiveness of the CDSMP in alleviating pain among socio‐economically vulnerable participants with chronic conditions. By accounting for a wide range of variables, and using data from the EFFICHRONIC project (EU health programme), we investigated the changes in pain levels after the intervention, among 1070 participants from five European countries. Our analyses revealed a significant reduction in pain following the intervention. This finding supports the notion that training programs can effectively ameliorate pain and alleviate its impact on the quality of life, particularly in vulnerable populations. Younger participants, as well as those with higher education levels and individuals experiencing higher levels of pain at baseline, were more likely to experience a reduction in their pain levels. These findings underscore the importance of recognising the social determinants of health. The study was registered at ClinicalTrials.gov (ISRCTN70517103).