The aim of this study is to investigate if there are educational level and birthplace related differences in joint-related pain, health-related quality of life (HRQoL), willingness to undergo joint surgery, walking difficulties, physical activity level, fear-avoidance behavior before, as well as three and 12 months after participation in a structured self-management program for hip and knee osteoarthritis. Differences in adherence to and use of knowledge from the program were also investigated. An observational national register-based study was performed with a prospective longitudinal design using patient and physiotherapist-reported data on 22,741 complete cases from the National Quality Register for better management of patients with osteoarthritis (BOA) during years 2008–2017. At baseline and after three and 12 months follow-up, higher educational level and being domestic-born was associated with less joint-related pain, better HRQoL, lower willingness to undergo joint surgery, fewer walking difficulties, higher physical activity level, and less fear-avoidance behavior. Foreign born individuals demonstrated higher adherence to exercise and reported better use of the self-management program. The BOA self-management program may require further pedagogical refinement to suit participants of different sociodemographic backgrounds and health literacy. A more patient-centered delivery, sensitive to educational, ethnic, and cultural differences may potentially reduce inequalities in future outcomes.