Background: Pain is a common symptom, often associated with neurological and musculoskeletal conditions, and experienced especially by females and by older people, and with increasing trends in general populations. Different risk factors for pain have been identified, but generally from studies with limited samples and a limited number of candidate predictors. The aim of this study is to evaluate the predictors of pain from a large set of variables and respondents. Methods: We used part of the harmonized dataset of ATHLOS project, selecting studies and waves with a longitudinal course, and in which pain was absent at baseline and with no missing at follow-up. Predictors were selected based on missing distribution and univariable association with pain, and were selected from the following domains: Socio-demographic and economic characteristics, Lifestyle and health behaviours, Health status and functional limitations, Diseases, Physical measures, Cognition, personality and other psychological measures, and Social environment. Hierarchical logistic regression models were then applied to identify significant predictors. Results: A total of 13,545 subjects were included of whom 5348 (39.5%) developed pain between baseline and the average 5.2 years' follow-up. Baseline risk factors for pain were female gender (OR 1.34), engaging in vigorous exercise (OR 2.51), being obese (OR 1.36) and suffering from the loss of a close person (OR 1.88) whereas follow-up risk factors were low energy levels/fatigue (1.93), difficulties with walking (1.69), self-rated health referred as poor (OR 2.20) or average to moderate (OR 1.57) and presence of sleep problems (1.80). Conclusions: Our results showed that 39.5% of respondents developed pain over a five-year follow-up period, that there are proximal and distal risk factors for pain, and that part of them are directly modifiable. Actions aimed at improving sleep, reducing weight among obese people and treating fatigue would positively impact on pain onset, and avoiding vigorous exercise should be advised to people aged 60 or over, in particular if female or obese.