Generally speaking yes. It is always better to work or go to school rather than to receive disability benefits. If your medical problems are limiting you, but you think there are probably some jobs out there you could do, then you should try to get your doctor to refer you to vocational rehabilitation services. Another great option is to go on down to your local community college and consult with vocational counselor about what programs might be perfect for you given your abilities and limitations. Judges love it when people are doing everything they can do to help themselves. If you pursue these options and you still are not able to find an occupation that would accommodate your limitations, then that is even better evidence that you are disabled.
However, if continuing your work would put yourself or others at risk of harm, you should not continue trying to work. For instance, we speak to a number of people who are working in the medical field and wondering when they should quit working. If you are suffering from medical problems that could cause you to make mistakes that would hurt other people, for instance if you are a nurse, then you should not continue working. If your doctor has told you that continuing your job would be harmful to your health, you should not continue working. Be sure to check to see if you might be eligible for short term or long term disability benefits through your employer before you quit your job.
You can continue working and still be eligible to receive disability benefits if you are earning under $1040 per month. This is true so long as the job you are doing does not require you to participate in any activities that would tend to show you do not have the limitations you are alleging. For instance, if you are alleging that you have chronic neck and arm pain due to degenerative disc disease in your cervical spine, then even part-time work hanging drywall would tend to hurt the credibility of your allegations.