Three hundred forty-five participants with knee osteoarthritis and a BMI of 28–41 kg/m² were randomized to an Exercise program (n=137), a Diet + Exercise program (n=163), or a Control group receiving information only (n=45). The primary outcomes were changes in pain and physical function at 12 months. Secondary outcomes included changes in attitudes toward self-management, fear of movement, arthritis self-efficacy, weight, physical activity, and willingness for surgery at 6 months. Overall, the study revealed that increased arthritis self-efficacy and reduced fear of movement mediated improvements in pain and function in both exercise groups, while weight loss further mediated improvements in the Diet + Exercise group. The findings highlight the importance of addressing psychosocial and behavioral factors in interventions for knee osteoarthritis.