Self-medication with analgesics in dental pain management is a common practice as most of these medicines are available over-the-counter (OTC). The study aims to examine the relationship between beliefs about medicines and self-medication with analgesics in dental pain management in Malaysia. This cross-sectional study was conducted among conveniently sampled patients attending dental clinics, located in Kuala Lumpur, Malaysia to assess association between self-medication with analgesics and patient's beliefs about medicines via Beliefs about Medicines Questionnaire. Participants were evaluated for their self-medication practices via 4 items. Further assessment was done via Quantitative Analgesic Questionnaire (QAQ) regarding the analgesics taken. Statistical analyses were performed using SPSS version 24, with 0.05 as level of significance. The prevalence of self-medication with analgesics was 29.4%, with 95.6% of the participants took analgesics when necessary. Participants practising self-medication for dental pain reported more positive beliefs in General-Necessity (13.04 vs. 9.98, p = 0.001) than those not practising self-medication. However, these participants had weaker beliefs in General-Harm (12.00 vs. 10.29, p = 0.006) and General-Overuse (11.38 vs. 10.31, p = 0.032) than those not practising self-medication. Participants beliefs in General-Harm (r = -0.243; p = 0.003) and General-Overuse (r = -0.203; p = 0.012) were negatively correlated with total QAQ point. The study found that individuals who practised self-medication had stronger beliefs about the benefits of medicines and weaker beliefs in viewing medicines as harmful and overused. Findings can guide public education to improve the safety aspects of self-medication with analgesics in dental practice.