Background: Patient-reported outcome measures (PROMs) are frequently used to assess the effects of treatments in patients with wrist osteoarthritis (OA), but their psychometric properties have not been evaluated in this group of patients. Our aim was to evaluate the psychometric properties of the Numeric Rating Scale (NRS pain at rest, pain on motion without load, and pain on load), the Disabilities of the Arm, Shoulder and Hand (DASH) and the Patient Rated Wrist Evaluation (PRWE) questionnaires in patients with wrist OA regarding test–retest reliability and construct validity. Methods: The NRS, DASH and PRWE were self-administered by 50 patients (40 men and 10 women, mean age 66 years) in a postal survey on two occasions, two weeks apart. Test–retest reliability was evaluated by Kappa statistics and the Spearman rank correlation coefficients (rho) were calculated to evaluate construct validity. Results: The Kappa coefficients for DASH, PRWE and NRS pain on motion without load and NRS pain on load were > 0.90, 95% CI ranging from 0.84 to 0.98, while NRS pain at rest was 0.83, 95% CI 0.73–0.92. The construct validity of the PROMs was confirmed by three formulated hypotheses: a higher correlation between PRWE and NRS (rho 0.80–0.91, p < 0.001) was found, compared to DASH and NRS (rho 0.68–0.80, p < 0.001); the NRS pain on motion without load and NRS pain on load correlated more strongly to PRWE and DASH (rho 0.71–0.91, p < 0.001) compared to NRS pain at rest (rho 0.68–0.80) and a high correlation between PRWE and DASH was found (rho 0.86, p < 0.001). Conclusions: The NRS, DASH and PRWE demonstrate excellent test–retest reliability and moderate to high construct validity in patients with wrist OA. These PROMs are highly related, but they also differ. Therefore, they complement each other in ensuring a comprehensive evaluation of perceived disability in wrist OA. As PRWE showed the highest test–retest reliability and the highest relation to the other PROMs, the sole use of the PRWE can be recommended in clinical practice.