In patients suffering from musculoskeletal pain, the concomitant presence of emotional-psychological stress, known as “yellow flags”, causes an amplification of pain, a reduced compliance with treatment, and often induces the patient to wander from one specialist to another (“medical shopping”). We conducted a survey on a sample of students graduating in Physiotherapy to verify their level of knowledge and awareness of these yellow flags. We found that the future health professionals had an altered perception of the skills they actually possessed, i.e. they overestimated their skills.