We predicted that chronic pain patients have a more negative stress mindset and a lower level of social identification than people without chronic pain and that this, in turn, influences well-being through less adaptive coping. 1240 participants (465 chronic pain patients; 775 people in the control group) completed a cross-sectional online-survey. Chronic pain patients had a more negative stress mindset and a lower level of social identification than people without chronic pain. However, a positive stress mindset was linked to better well-being and fewer depressive symptoms, through the use of the adaptive coping behaviors positive reframing and active coping. A higher level of social identification did not impact well-being or depression through the use of instrumental and emotional support coping, but through the more frequent use of positive reframing and active coping. For chronic pain therapy, we propose including modules that foster social identification and a positive stress mindset.