Background: Shoulder disorders are a common cause of disability and pain. The Shoulder Pain and Disability Index (SPADI) is a frequently employed and previously validated measure of shoulder pain and disability. Although the SPADI has high reliability and construct validity, greater differences between individual patients are often observed than would be expected on the basis of diagnosis and pathophysiology alone. This study aims to determine how psychological factors (namely depression, catastrophic thinking, and self-efficacy) affect pain and perceived disability in the shoulder. Methods: A cohort of 139 patients completed a sociodemographic survey and elements from the SPADI, Pain Self-Efficacy Questionnaire (PSEQ), Pain Catastrophizing Scale (PCS), and Patient Health Questionnaire Depression Scale (PHQ-2). Bivariate and multivariate analyses were performed to determine the association of psychosocial factors, demographic characteristics, and specific diagnosis with shoulder pain and disability. Results: The SPADI score showed medium correlation with the PCS (r = 0.43; p < 0.001), PHQ-2 (r = 0.39; p < 0.001), and PSEQ (r = 20.45; p < 0.001). Current work status (F = 4.35; p = 0.006) and body mass index (r = 0.27; p = 0.002) were also associated with the SPADI score. In the multivariate analysis, greater catastrophic thinking (estimate, 0.003; p = 0.029), lower self-efficacy (estimate, 20.005; p = 0.001), higher body mass index (estimate, 0.006; p = 0.048), and being disabled (estimate, 0.15; p = 0.017) or retired (estimate, 0.16; p < 0.001) compared with being employed were associated with worse SPADI scores. The primary diagnosis did not have a significant relationship (p > 0.05) with the SPADI. Conclusions: Catastrophic thinking and decreased self-efficacy are associated with greater shoulder pain and disability. Our data support the notion that patient-To-patient variation in symptom intensity and magnitude of disability is more strongly related to psychological distress than to the specific shoulder diagnosis. Level of Evidence: Prognostic Level III. See Instructions for Authors for a complete description of levels of evidence.