Purpose: To clarify the relationship between cancer pain self-management and pain in outpatients with advanced cancer taking opioid analgesics. Methods: 56 patients were surveyed using a questionnaire, which included items on cancer pain self-management deductively extracted from previous studies and items from the Japanese version of the Brief Pain Inventory. Results: Among patients self-managing their cancer pain, scores for “facilitation of around-the-clock opioid analgesics compliance” were significantly lower than scores for “interference with life”. Scores for “enduring end-of-dose failure pain” were significantly higher than scores for “severe pain”, “average pain”, and “interference with life”. Scores for “use of rescue doses when pain occurs” were significantly higher than scores for “sleep”. Scores for “methods to relieve pain other than analgesics” were significantly higher than scores for “mood”. Conclusions: The present study suggested that pain relief should be based on the use of opioid analgesics, and indicated the importance in pain relief of pain treatment that ensures good sleep and support for achieving self-management including holistic care.