Background: Pain is a major concern among patients with advanced cancer and their family caregivers. Evidence suggests that pain coping skills training interventions can improve outcomes, however they have rarely been tested in this population. Aim: To test the efficacy of a caregiver-guided pain coping skills training intervention. The primary outcome was caregiver self-efficacy for helping the patient manage pain. Design: A randomized controlled trial compared the intervention to an enhanced treatment-as-usual control. Dyads in both conditions received pain education, and those in the intervention received three sessions of pain coping skills training. Caregiver outcomes (self-efficacy; caregiver strain, caregiving satisfaction, psychological distress) and patient outcomes (self-efficacy, pain intensity and interference, psychological distress) were collected at baseline and post-intervention. Setting/participants: Two hundred two patients with stage III–IV cancer and pain and their family caregivers were enrolled from four outpatient oncology clinics and a free-standing hospice/palliative care organization. Results: Compared to those in the control arm, caregivers in the intervention reported significant increases in caregiving satisfaction (p < 0.01) and decreased anxiety (p = 0.04). In both conditions, caregivers reported improvements in self-efficacy, and patients reported improvements in self-efficacy, pain severity and interference, and psychological distress. Conclusions: This is the first study to test a pain coping skills intervention targeted to patients and caregivers facing advanced cancer. Findings suggest that pain education provides benefits for patients and caregivers, and coping skills training may be beneficial for caregivers. Further research is needed to optimize the benefits of education and pain coping skills training for improving cancer pain outcomes. Trial registration: ClinicalTrials.gov NCT02430467, Caregiver-Guided Pain Management Training in Palliative Care