Importance: Nonpharmacologic methods of reducing the risk of new chronic opioid use among patients with musculoskeletal pain are important given the burden of the opioid epidemic in the United States. Objective: To determine the association between early physical therapy and subsequent opioid use in patients with new musculoskeletal pain diagnosis. Design, Setting, and Participants: This cross-sectional analysis of health care insurance claims data between January 1, 2007, and December 31, 2015, included privately insured patients who presented with musculoskeletal pain to an outpatient physician office or an emergency department at various US facilities from January 1, 2008, to December 31, 2014. The sample comprised 88 985 opioid-naive patients aged 18 to 64 years with a new diagnosis of musculoskeletal shoulder, neck, knee, or low back pain. The data set (obtained from the IBM MarketScan Commercial database) included person-level International Classification of Diseases, Ninth Revision or Tenth Revision diagnosis codes, Current Procedural Terminology codes, and date of service as well as pharmaceutical information (National Drug Code, generic name, dose, and number of days supplied). Early physical therapy was defined as at least 1 session received within 90 days of the index date, the earliest date a relevant diagnosis was provided. Data analysis was conducted from March 1, 2018, to May 18, 2018. Main Outcomes and Measures: Opioid use between 91 and 365 days after the index date. Results: Of the 88 985 patients included, 51 351 (57.7%) were male and 37 634 (42.3%) were female with a mean (SD) age of 46 (11.0) years. Among these patients, 26 096 (29.3%) received early physical therapy. After adjusting for potential confounders, early physical therapy was associated with a statistically significant reduction in the incidence of any opioid use between 91 and 365 days after the index date for patients with shoulder pain (odds ratio [OR], 0.85; 95% CI, 0.77-0.95; P = .003), neck pain (OR, 0.92; 95% CI, 0.85-0.99; P = .03), knee pain (OR, 0.84; 95% CI, 0.77-0.91; P < .001), and low back pain (OR, 0.93; 95% CI, 0.88-0.98; P = .004). For patients who did use opioids, early physical therapy was associated with an approximately 10% statistically significant reduction in the amount of opioid use, measured in oral morphine milligram equivalents, for shoulder pain (-9.7%; 95% CI, -18.5% to -0.8%; P = .03), knee pain (-10.3%; 95% CI, -17.8% to -2.7%; P = .007), and low back pain (-5.1%; 95% CI, -10.2% to 0.0%; P = .046), but not for neck pain (-3.8%; 95% CI, -10.8% to 3.3%; P = .30). Conclusions and Relevance: Early physical therapy appears to be associated with subsequent reductions in longer-term opioid use and lower-intensity opioid use for all of the musculoskeletal pain regions examined.