Context Newborns are subject to pain during routine invasive procedures. Pain caused by immunization injections is preventable, but remains untreated in neonates. Objectives The purpose of the study was to compare the effectiveness of three nonpharmacological pain relief strategies on newborns’ pain, physiological parameters, and cry duration before, during, and after hepatitis B intramuscular (IM) injection. Methods In this prospective, randomized clinical trial, we enrolled 165 newborns (gestational age, ≥36 weeks). The infants received IM injections and were randomized to three treatment groups: nonnutritive sucking (NNS), 20% oral sucrose, or routine care. Pain was measured by the Neonatal Facial Coding System, physiological signals by electrocardiogram monitors, and cry duration using a stopwatch. Results Pain was significantly lower among infants in the NNS ( B = −11.27, P < 0.001) and sucrose ( B = −11.75, P < 0.001) groups than that in controls after adjusting for time effects, infant sleep/wake state, number of prior painful experiences, and baseline pain scores. Infants in the NNS and sucrose groups also had significantly lower mean heart and respiratory rates than the controls. Cry duration of infants receiving sucrose was significantly shorter than those in the NNS ( Z = −3.36, P < 0.001) and control groups ( Z = −7.80, P < 0.001). Conclusion NNS and oral sucrose can provide analgesic effects and need to be given before painful procedures as brief as a one-minute IM injection. Sucrose orally administered two minutes before injection more effectively reduced newborns’ pain during injection than NNS. Both nonpharmacological methods more effectively relieved newborns’ pain, stabilized physiological parameters, and shortened cry duration during IM hepatitis injection than routine care.