A cross-sectional epidemiologic study was conducted to determine the prevalence of self-reported musculoskeletal pain (MSP) in construction workers and identify associations between MSP and individual factors (i.e., job, age, alcohol consumption, and smoking). The prevalence of total hand/arm pain (T-HAP), total shoulder pain (T-SP), and total low-back pain (T-LBP) was 28.4%, 28.7%, and 53.2%, respectively. Risk factors for total pain and for relatively severe pain in the hand/arm (RS-HAP), shoulder (RS-SP), and low-back (RS-LBP) were estimated by multiple logistic regression analysis. The results showed that musculoskeletal pain was significantly associated with age, and that the odds ratios (ORs) for relatively severe musculoskeletal pain increased almost linearly with age. Regarding job, compared with architects whose work is presumed to be sedentary, almost all ORs for T-HAP, T-SP, and T-LBP for non-sedentary construction jobs were significantly high. Current smokers of 20 cigarettes a day or more had significantly higher ORs for RS-HAP and RS-LBP than “never smokers”. We suppose that 1) total and relatively severe pain were associated with age, 2) non-sedentary work was at higher risk of total MSP than sedentary work, and 3) heavy smoking contributed to RS-LBP.