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Abstract Background To explore the health beliefs, experiences, treatment and expectations of people with chronic knee pain, and investigate if, how and why these change after taking part on an integrated exercise-based rehabilitation programme - Enabling Self-management and Coping with Arthritis knee Pain through Exercise, ESCAPE-knee pain. Methods Semi-structured interviews were conducted with people with chronic knee pain, before (n = 29) and after (n = 23) participation on the programme. Thematic analysis was used to document people's baseline health beliefs, attitudes and cognitions, and to see if how and why these changed after completing the programme. Results Initially people had poor understanding and negative, fatalistic beliefs about the management or prognosis for knee pain. Following the programme the majority of participants had positive experiences describing improvement in pain, physical and psychosocial functioning, greater knowledge and understanding of their condition and treatment options, and in their ability to use exercise to control symptoms. Beliefs about the causation and prognosis of knee pain were unchanged, but their concerns about possible dangers of exercise had decreased, they appreciated how exercise could reduce symptoms (treatment beliefs) and their confidence in their ability to use exercise to effect improvements (exercise self-efficacy) increased. These improvements were attributed to the content and structure of the programme, and the care and guidance of the physiotherapist. Several expressed a need for on-going support. Conclusions ESCAPE-knee pain appears to achieve improvements by increasing people's treatment belief in safety and the utility of exercise to control symptoms, rather than alteration in their beliefs about causation or prognosis. Trial Registration Current Controlled Trials ISRCTN94658828