Background: Identification of factors predictive of outcome and change is important to improve treatment for patellofemoral pain (PFP). Few studies have examined the predictive value of psychological factors in PFP, although they have been reported to be important predictors in other musculoskeletal pain conditions. Purpose: To evaluate predictors of pain, function, and change 1 year after an exercise-based intervention in PFP. Study Design: Cohort study; Level of evidence, 3. Methods: In sum, 112 patients were recruited to a randomized controlled trial; 98 attended 1-year follow-up. There were no between-group differences in the trial; thus, the material was analyzed as 1 cohort. Nine baseline factors—sex, bilateral pain, worst pain, pain duration, Anterior Knee Pain Scale (AKPS), kinesiophobia, anxiety and depression, self-efficacy, and number of pain sites throughout the body—were investigated for their predictive ability on outcome at 1 year (AKPS, worst pain) and for change at 1 year (global change score, change in AKPS, and change in worst pain). Multivariable linear regression models with stepwise backward removal method were used to find predictors of poor outcome. Results: Number of pain sites at baseline was a significant predictor of worse outcome for AKPS (B = −2.7; 95% CI, –4.0 to −1.3; P < .01), worst pain (B = 0.5; 95% CI, 0.2-0.8; P < .01), global change (B = −0.8; 95% CI, –1.2 to −0.5; P < .01), change in AKPS (B = −2.7; 95% CI, –4.0 to −1.3; P < .01), and change in worst pain (B = 0.5, 95% CI, 0.2-0.8; P < .01) at 1 year. Baseline scores for AKPS and worst pain predicted respective 1-year levels and change scores (P < .01). Lower self-efficacy and male sex predicted less global change (P < .01). Longer pain duration predicted final score and change score for worst pain (P < .01). The predictive models had reasonable fit with adjusted R2 from 0.22 to 0.35. Conclusion: Higher number of pain sites throughout the body was a consistent predictor of poor outcome and less change at 1 year. Baseline levels for AKPS and worst pain predicted respective final scores and change scores. Registration: NCT02114294 (ClinicalTrials.gov identifier).