Knee pain is an early sign of later incident radiographic knee osteoarthritis (OA). However, the prevalence of knee pain in the general population is unknown. Additionally, it is unknown how people with knee pain choose to self-manage the condition and if the perception of the illness affects these choices. In this study, 9086 citizens between 60-69 years old in the municipality of Frederiksberg, Copenhagen, Denmark, were surveyed, of which 4292 responded. The prevalence of knee pain was estimated, and associations between illness perceptions (brief illness perception questionnaire [B-IPQ]), self-management strategies, and knee symptoms were assessed. The prevalence of knee pain was 21.4% of which 40.5% reported to use no self-management strategies (non-users). These non-users perceived their knee pain as less threatening and reported less severe symptoms than users of self-management strategies. Further, we found that a more positive illness perception was associated with less severe knee symptoms. In conclusion, among Danes aged 60-69 years, the knee pain prevalence is 21.4%, of which 40.5% use no treatment and perceive the condition as non-threatening. These non-users with knee pain represent a subpopulation being at increased risk of developing knee OA later in life, and there is a potential preventive gain in identifying these persons.