Pain conditions are among the leading causes of global disability, impacting on global healthcare utilization (HCU). Health seeking behavior might be influenced by cognitive and emotional factors (CEF), which can be tackled by specific therapies. The purpose of this study was to systematically review the evidence concerning associations between CEF and HCU in people experiencing pain. Three databases were consulted: PubMed, Web of Science and EconLit. Risk of bias was assessed using the Downs and Black Checklist (modified). A total of 90 publications (total sample n = 59,719) was included after double-blind screening. In people experiencing pain, positive associations between general anxiety symptoms, depressive symptoms and catastrophizing and pain medication use were found. Additionally, there appears to be a relationship between general anxiety and depressive symptoms and opioid use. Symptom-related anxiety and psychological distress were found to be positively related with consulting behavior. Last, a positive association between use of complementary and alternative medicine and level of perceived symptom control was confirmed in people with pain. For other relationships no evidence or inconsistent findings were found, or they were insufficiently studied to draw firm conclusions, indicating that more research on this topic is needed.