Musculoskeletal pains (MPs), defined as persistent or recurrent pain, is a complex health problem. High overall calorie and fat intake have been related to obesity and MPs. Dietary energy density (DED), defined as energy content of food and beverages (in kcal) per unit total weight, has been associated with chronic muscle, cartilage, bone damage and pain. Thus, the purpose of this study is to investigate the association between DED and MPs in adult men and women. A total of 175 men and women (> 18 years) with MP participated in the study. A validated short form physical activity (PA) questionnaire, demographic, and McGill Pain Questionnaire were used. Anthropometric measurements were evaluated via standard protocols. Furthermore, a seven-day 24-hour recall of diet was used to determine the dietary intake. Total DED was calculated and divided into quartiles. Linear regression was used to discern the association between DED and MPs in adults. Participants assigned in the highest category of DED were characterized by lower intake of potassium, magnesium, vitamin C, folate, and fiber. However, results showed displayed higher intake of sodium, vitamin E, vitamin B3, fat, protein, cholesterol, saturated fatty acids, monounsaturated fatty acids, and polyunsaturated fatty acids (p < 0.001). Finally, after adjustment for confounders such as age, gender, PA, body mass index, waist circumference, education, job, marital status, history of some chronic diseases and vitamin C supplementation, a significant positive association was detected between DED and pain intensity. There was no significant association between DED and pain frequency in all models.