Chronic pain is a public health concern and additional treatment options are essential. Inadequate magnesium intake has been associated with chronic pain in some populations. We sought to examine the relationship between dietary magnesium intake and chronic pain in a large, representative cohort of U.S. adults (NHANES). Of the 13,434 eligible adults surveyed between 1999 and 2004, 14.5% reported chronic pain while 66% reported inadequate magnesium intake. The univariate analysis showed a protective effect of increased magnesium intake adjusted for body weight (odds ratio 0.92; 95%; CI 0.88, 0.95; < 0.001). It remained so even after correcting for socioeconomic and clinical factors as well as total calorie intake (odds ratio 0.93; 95% CI 0.87, 0.99; = 0.02). The association was stronger in females (odds ratio 0.91; 95% CI 0.85, 0.98; = 0.01) than males (odds ratio 0.96; 95% CI 0.89, 1.04; = 0.32). The potential protective effect of magnesium intake on chronic pain warrants further investigation.