In previous studies, internal locus of control (ILC) has been pointed out as a key factor for return to work after vocational rehabilitation. The aim of the current study was to gain a deeper understanding of the concept of ILC in a Swedish vocational rehabilitation context. The study was based on data from 347 long-term sick-listed clients collected at the onset of vocational rehabilitation. A first bi-variate analysis showed that ILC was positively associated with physical functioning and general health, and negatively associated with bodily pain. The analysis also showed that women, more than men, reported high internal locus of control. After a second multivariate analysis, only bodily pain remained associated. It is concluded that there exist a strong and negative association between bodily pain and internal locus of control. Clients with severe pain often also suffer from low internal locus of control. This should be kept in mind when providing vocational rehabilitation.