Notwithstanding that psychological distress and illness perceptions are important in determining outcomes in rheumatic diseases, few studies investigated these variables in primary Sjögren's syndrome (pSS). We aimed to compare illness perceptions and psychological distress in patients with pSS, systemic lupus erythematosus (SLE) and rheumatoid arthritis (RA) and to test whether their associations with health-related quality of life (HRQoL) are similar in these groups of patients. In 57 patients with pSS, 75 with SLE and 199 with RA, we administered the Patient Health Questionnaire (PHQ-9), the Symptom Check-List and the Brief-Illness Perception Questionnaire to assess psychological variables and the World Health Organization Quality of Life Instrument, Short-Form to assess HRQoL. Hierarchical regression models determined the associations of psychological variables with HRQoL after adjusting for demographic variables and clinical parameters. The prevalence of clinically significant depressive symptoms (PHQ-9 ≥ 10) was 24.6 % in pSS, 29.3 % in SLE and 25.1 % in RA. Patients with pSS showed little understanding of their disease (comprehensibility) and attributed more symptoms to their illness (identity) compared with the other groups of patients. Illness perceptions and depressive symptoms were independently associated with physical HRQoL in a similar pattern in all three groups. In pSS, however, the patients' worries about the consequences of their illness was a stronger correlate of physical HRQoL than pain. These findings indicate that psychological factors are important correlates of HRQoL in these disease groups and encourage the design of psycho-educational therapies targeting disease-related cognitions in pSS in an attempt to improve patient's physical HRQoL.