Objectives The aim of this study was to better understand the role that physical, cognitive and social factors play in pain interference with activities of daily living among individuals with cancer and chronic pain. Method In this cross‐sectional study, interviews with 156 patients with chronic cancer pain were conducted across five tertiary level hospitals in the province of Tarragona (Spain). Participants were interviewed individually and provided information about the presence and characteristics of pain, fatigue, catastrophic thinking, social support and the impact of pain on their daily activities. Results Pain intensity (β = 0.23, p = .003), fatigue (β = 0.26, p < .001) and pain catastrophising (β = 0.39, p < .001) were significantly and positively associated with pain interference in daily activities. Pain interference scores were not explained by social support (β = 0.12 p = .090) or socio‐demographic factors (R2 = .005; p = .94). Conclusion This study provides important new findings regarding the association between physical, cognitive and social factors and function of individuals with cancer and chronic pain, thus supporting a biopsychosocial approach to the management of chronic pain in individuals with cancer.