OBJECTIVES: To identify baseline characteristics that modified the effect of a 12-week quadriceps-focused vs hip muscle-focused exercise program on symptoms and physical function, through changes at baseline in the Anterior Knee Pain Scale (AKPS) in patients with PFP. DESIGN: A secondary analysis of a 26-week randomized trial involving 200 participants with patellofemoral pain (PFP). METHODS: Participants were randomly assigned to a quadriceps-focused (QE) or hip-focused (HE) exercise program of 12 weeks duration. The primary outcome was change from baseline in the AKPS at week 12 and week 26. Subgroups were predefined and based on baseline information: Presence of low back, hip, ankle, or bilateral knee pain, body mass index (BMI), sex, age, education, occupation, hypermobility, quadriceps strength, dynamic knee alignment, midfoot mobility, exercise self-efficacy, pain self-efficacy, pain catastrophizing, neuropathic pain, pain duration, and pain severity. RESULTS: Participants with pain catastrophizing seemed to benefit from HE with a subgroup difference in treatment effect of 8.3 AKPS points at week 12 (95%CI 1.6 to 15.0). At week 26, participants with a baseline BMI above 25 seemed to benefit from HE with a subgroup difference in treatment effect of 11.1 (95%CI 4.8 to 17.4), and participants with severe knee pain at baseline seemed to benefit from QE with a subgroup difference of -9.1 (95%CI -15.7 to -2.6). CONCLUSION: Hip-focused exercises may provide more benefits than quadriceps-focused exercises among patients with PFP and pain catastrophizing or overweight. Quadriceps-focused exercises may provide more benefits than hip-focused exercises for patients with severe knee pain.