Chronic musculoskeletal pain is a common health condition that reduces quality of life and increases disability. Pain neuroscience education (PNE) has shown positive effects on pain perception, beliefs, and function, especially when combined with physical activity. This randomized controlled trial will compare the effectiveness of delivering PNE during aerobic exercise on a cycle ergometer versus aerobic exercise alone in patients with chronic musculoskeletal pain. Participants will be randomly assigned to one of two groups: PNE during aerobic exercise (experimental group), Aerobic exercise alone (control group). Both groups will perform supervised cycling sessions lasting 20-30 minutes at light intensity (Borg CR10 = 3, 40-50% HRmax). The experimental group will simultaneously receive interactive education about pain mechanisms, central sensitization, and self-management strategies, supported by visual aids and metaphors delivered by a therapist during cycling. Outcomes will be measured at baseline and after the intervention, including: Pain intensity (Visual Analog Scale), Pressure pain threshold (algometry), Functional performance (Sit-to-Stand test), Perceived effort (Borg CR10), Safety and comfort (Likert scale), Muscle activity (surface EMG). The study will enroll 28 participants (14 per group). The findings are expected to clarify whether integrating education with exercise provides superior benefits compared to exercise alone, offering an innovative, safe, and cost-effective strategy for managing chronic musculoskeletal pain.