Background Risk factors for temporomandibular disorder (TMD) pain remain unclear. Objectives This study aimed to identify risk factors for TMD pain using a biopsychosocial model and to investigate interactions between potential risk factors—oral behaviours (OBs), psychological factors and sleep quality—and their direct and indirect effects on TMD pain. Methods This was a cross‐sectional study of 488 patients with TMDs (422 women; 30.8 ± 9.4 years). Pain was assessed using the Numerical Rating Scale. Demographic, behavioural, psychological and biomedical data were collected through clinical examination, face‐to‐face interviews and questionnaires. Multiple linear regression analysis was used to identify factors associated with TMD pain. Mediation and moderation analysis were used to evaluate interactions between variables. Significant mediation (‘0’ not included in the 95% confidence interval (CI)) and moderation (p < .05) effects on TMD pain were identified. Results Marital status, diagnosis subgroup, previous medication use, depression and sleep quality were significant risk factors for TMD pain (p < .05). Significant mediation effects were observed as follows: depression and sleep quality mediated the association between OBs and pain; sleep quality mediated the association between somatization, depression, anxiety and pain; and depression mediated the association between sleep quality and pain (all 95% CI did not contain ‘0’). Conclusions (1) Marital status, diagnosis subgroup, previous medication use, depression and sleep quality were associated with TMD pain. (2) OBs can exacerbate pain by promoting depression and reducing sleep quality. Psychological factors and sleep quality can interact to exacerbate pain. We aimed to clarify the risk factors associated with TMD pain and investigate the interactions between oral behaviors (OBs), psychological factors, sleep quality. Finally, we found that marital status, diagnosis subgroup, previous medication use, depression, and sleep quality could significantly predict pain. OBs could exacerbate pain by promoting depression and reducing sleep quality.