(1) Background: Adherence to and the maintenance of treatment regimens are fundamental for pain self-management and sustainable behavioural changes. The first aim was to study older adults' (>65 years) levels of adherence to and maintenance of musculoskeletal pain self-management programmes in randomized controlled trials. The second aim was to suggest theoretical models of adherence to and maintenance of a behaviour. (2) Methods: The study was conducted in accordance with the recommendations for a scoping review and the PRISMA-ScR checklist. Capability, motivation and opportunity were used to categorize the behavioural change components in the theoretical models. (3) Results: Among the four studies included, components targeting adherence were reported in one study, and maintenance was reported in two studies. Adherence was assessed by the treatment attendance rates, and maintenance was assessed by the follow-up data of outcome measures. For adherence, the capability components were mostly about education and the supervision, grading and mastery of exercise to increase self-efficacy. The motivation components included the readiness to change, self-monitoring and goal setting; and the opportunity components included booster sessions, feedback and social support. For maintenance, the capability components consisted of identifying high-risk situations for relapse and problem-solving skills. The motivation components included self-regulation and self-efficacy for problem solving, and the opportunity components included environmental triggers and problem solving by using social support. (4) Conclusion: There are several behavioural change components that should be used to increase older adults' levels of adherence to and maintenance of a pain self-management behaviour.