Introduction The complexity of the process and outcome of vocational rehabilitation yearns for a multifaceted approach. This article investigates whether importance of participation in major life areas for men and women predicts the outcome of vocational rehabilitation. Methods This longitudinal study provides measure points at the start of the intervention (T1), at the end of the intervention (T2) and at a follow-up 6–12 months after completing the rehabilitation program (T3). Associations were assessed by nominal logistic regression. Results The importance of participation in work was positively associated to return to work (RTW), while the importance of participation in leisure activities and importance of participation in family was negatively associated with RTW after the rehabilitation. Gender and number of children also contributed significantly to the regression model. Conclusion To identify individuals’ subjective evaluation of the importance of participation may be of value in explaining return or not RTW and contribute to explain gender differences in outcomes. It may also inform rehabilitation counselors in collaboration with clients and facilitate tailoring interventions to the individual’s needs.