BackgroundThe past decade has seen an explosion of research in causal mediation analysis. However, most analytic tools developed so far rely on frequentist methods which may not be robust in the case of small sample sizes. In this paper, we propose a Bayesian approach for causal mediation analysis based on Bayesian g-formula, which will overcome the limitations of the frequentist methods.MethodsWe createdBayesGmed, an R-package for fitting Bayesian mediation models in R. The application of the methodology (and software tool) is demonstrated by a secondary analysis of data collected as part of the MUSICIAN study, a randomised controlled trial of remotely delivered cognitive behavioural therapy (tCBT) for people with chronic pain. We tested the hypothesis that the effect of tCBT would be mediated by improvements in active coping, passive coping, fear of movement and sleep problems. We then demonstrate the use of informative priors to conduct probabilistic sensitivity analysis around violations of causal identification assumptions.ResultThe analysis of MUSICIAN data shows that tCBT has better-improved patients’ self-perceived change in health status compared to treatment as usual (TAU). The adjusted log-odds of tCBT compared to TAU range from 1.491 (95% CI: 0.452–2.612) when adjusted for sleep problems to 2.264 (95% CI: 1.063–3.610) when adjusted for fear of movement. Higher scores of fear of movement (log-odds, -0.141 [95% CI: -0.245, -0.048]), passive coping (log-odds, -0.217 [95% CI: -0.351, -0.104]), and sleep problem (log-odds, -0.179 [95% CI: -0.291, -0.078]) leads to lower odds of a positive self-perceived change in health status. The result ofBayesGmed, however, shows that none of the mediated effects are statistically significant. We comparedBayesGmedwith themediationR- package, and the results were comparable. Finally, our sensitivity analysis using theBayesGmedtool shows that the direct and total effect of tCBT persists even for a large departure in the assumption of no unmeasured confounding.ConclusionThis paper comprehensively overviews causal mediation analysis and provides an open-source software package to fit Bayesian causal mediation models.