Objectives: Although studies that have examined the relationship between cognitive and behavioural factors and knee pain report conflicting results, no systematic review has been performed to summarise the evidence. The aim of this systematic review was to examine the relationship between cognitive and behavioural factors and pain at the knee. Methods: Electronic searches of MEDLINE, EMBASE and PsycINFO were performed to identify relevant studies published up to April 2014 using MeSH terms and keywords. Studies that met a set of predefined criteria were included. Coping, self-efficacy, somatising, pain catastrophising and helplessness were grouped together as cognitive factors, while kinesiophobia and pain-related fear-avoidance were considered behavioural factors. Two independent reviewers extracted the data and assessed the methodological quality of the selected studies. Due to the heterogeneity of the studies, a best-evidence synthesis was performed. Results: A total of 14 studies were included in the review, of which nine examined cognitive factors, one investigated behavioural factors and four studied both cognitive and behavioural factors. Eight of 14 studies were of high quality. The best-evidence synthesis showed moderate evidence for a relationship between cognitive factors and knee pain and limited evidence for no association between the behavioural factors and knee pain. Conclusion: This review found evidence for a relationship between cognitive factors, but not behavioural factors, and knee pain. These findings will need to be confirmed with high-quality longitudinal studies, but the data suggest that cognitive factors may be important to target in the management of knee pain.