Background/Objectives: Chronic musculoskeletal pain is highly prevalent in primary care and is associated with impaired quality of life and increased healthcare utilization. Multimodal physiotherapy approaches combining pain neuroscience education and therapeutic exercise are recommended; however, evidence regarding their feasibility and medium-term effects in Spanish primary care remains limited. This pilot study aimed to evaluate the usefulness of a group-based multimodal physiotherapy program on health-related quality of life and other clinical outcomes. Methods: A multicenter, quasi-experimental pilot study with a pre–post design and 6-month follow-up was conducted in two primary care physiotherapy units in Spain. Adults with non-specific chronic musculoskeletal pain lasting ≥6 months participated in a 12-week group-based intervention combining pain neuroscience education and therapeutic exercise. Outcomes included health-related quality of life (SF-36), pain intensity (VAS), pain catastrophizing (PCS), kinesiophobia (TSK-11), central sensitization (CSI), analgesic consumption, healthcare utilization, and patient satisfaction. Intragroup changes, effect sizes, and minimal clinically important difference were analyzed. Results: Thirty-seven participants completed the program, with adherence > 80% and no adverse events. Significant improvements were observed at 6 months in all outcomes, with moderate to large effect sizes (SF-36, VAS, PCS). Between 54% and 78% of participants achieved minimal clinically important differences in key domains. Improvements were maintained at follow-up without clinically relevant deterioration. Conclusions: This pilot study suggests that a group-based multimodal physiotherapy program is feasible and potentially effective for managing chronic musculoskeletal pain in primary care. Larger controlled trials are warranted.