Purpose Patients undergoing maintenance hemodialysis (MHD) frequently experience chronic pain, which can severely affect their quality of life (QOL). The objective of this study was to evaluate the prevalence of chronic pain in MHD patients and examine the factors associated with QOL. Patients and Methods A cross-sectional questionnaire-based survey was conducted between October 2020 and April 2021, 1204 MHD patients from nine hemodialysis units were screened for chronic pain in Chengdu, China, and 296 MHD patients with chronic pain were enrolled in this study. We analyzed data on clinicodemographic characteristics, pain interference and severity (Brief Pain Inventory), QOL (Medical Outcomes Study 36-item Short Form Health Survey - mental component summary [MCS] and physical component summary [PCS]), pain self-efficacy (Pain Self-Efficacy Questionnaire), and social support (Social Support Rating Scale). Results The prevalence of chronic pain in MHD patients was 26.74% in this study. The most common areas of pain were lower back (63.5%), lower limbs (55.0%), and head (33.5%), 36.5% did not implement any measures to relieve it. Of the patients who did receive pain treatment or medication, 56.9% reported that the measures they took had less than half of the pain relief. MHD patients with chronic pain had poor QOL based on scores on the MCS (53 ± 16.76) and PCS (40.56 ± 13.81). Stepwise multiple regression identified age, financial strain, pain interference, social support, and pain self-efficacy as independent predictors of QOL. Pain self-efficacy was significantly associated with social support ( r = 0.5, p < 0.01), MCS ( r = 0.69, p < 0.01), and PCS ( r = 0.8, p < 0.01). The mediating effects of pain self-efficacy were 70.31% on the relationship between social support and MCS, and 75.62% on the relationship between social support and PCS. Conclusion Chronic pain is prevalent and undermanaged in Chinese MHD patients, resulting in worse QOL. Healthcare providers should focus on pain management and the impact of psychosocial factors on patient QOL. Further research should deepen our understanding of how pain self-efficacy mediates the relationship between social support and QOL.