Dietary patterns may play an important role in musculoskeletal well-being. However, the link between dietary patterns, the components of patients’ diet, and chronic musculoskeletal pain remains unclear. Therefore, the purpose of this review was to systematically review the literature on the link between dietary patterns, the components of patients’ diet and chronic musculoskeletal pain. This review was conducted following the “Preferred Reporting Items for Systematic reviews and Meta-Analyses” (PRISMA) guidelines and was registered in PROSPERO with the registration number CRD42018110782. PubMed, Web of Science, and Embase online databases were searched. After screening titles and abstracts of 20,316 articles and full texts of 347 articles, 12 eligible articles were included in this review, consisting of nine experimental and three observational studies. Seven out of nine experimental studies reported a pain-relieving effect of dietary changes. Additionally, protein, fat, and sugar intake were found to be associated with pain intensity and pain threshold. In conclusion, plant-based diets might have pain relieving effects on chronic musculoskeletal pain. Patients with chronic rheumatoid arthritis pain can show inadequate intake of calcium, folate, zinc, magnesium, and vitamin B6, whilst patients with fibromyalgia can show a lower intake of carbohydrates, proteins, lipids, vitamin A-E-K, folate, selenium, and zinc. Chronic pain severity also shows a positive relation with fat and sugar intake in osteoarthritis, and pain threshold shows a positive association with protein intake in fibromyalgia.