The profiles of muscle and joint pain throughout the menopausal transition and the factors associated with these symptoms have not been determined. A total of 609 participants from a longitudinal cohort study conducted in an urban Chinese community were enrolled in this study. We assessed the prevalence of musculoskeletal symptoms at different menopausal stages and explored the factors associated with these symptoms. The prevalence and severity of muscle and joint pain increase as menopausal stages progress, and late menopausal transition may be a crucial timepoint that triggers the onset of musculoskeletal pain. The results of the multivariate analysis revealed that poor health status (OR = 2.245, 95% CI = 1.714-2.94, P < 0.001), body mass index (BMI) (OR = 1.046, 95% CI = 1.01-1.084, P = 0.011), the presence of anxiety (OR = 1.601, 95% CI = 1.211-2.117, P < 0.001), and depression (OR = 1.368, 95% CI = 1.143-1.639, P < 0.001) were independently associated with muscle and joint pain. In addition, the severity of musculoskeletal pain was related to poor health status (OR = 2.738, 95% CI = 1.91-3.924, P < 0.001) and depression (OR = 1.371, 95% CI = 1.095-1.718, P = 0.006). Musculoskeletal symptoms are frequent somatic symptoms experienced by Chinese middle-aged women. Women with poor health status, high BMI, anxiety, and depression were at heightened risk of experiencing musculoskeletal pain. The severity of pain increased over time.