The present study compared multi-methodically and multi-dimensionally the effects of acceptance and avoidance coping with emotional pain, both between and within-group. Convenience sampling was used, with 88 participants included (81.8% females; Mage = 21.75 years) and being randomly assigned to one of two instructed groups: (a) Acceptance followed by avoidance of pain sensations and thoughts, and (b) Avoidance followed by acceptance. All participants underwent an emotional pain induction procedure three times involving negative autobiographical recall and an emotional-pain standardized script. In the first emotion induction, no instructions were given whereas in the other two, participants were instructed to use the techniques they were trained in. On both autobiographical and emotional-pain script tasks, participants who used firstly avoidance and secondly acceptance exhibited significantly lower mean heart rate and higher mean heart rate variability RR index across time. Also, in the last emotional pain induction, on both tasks, acceptance resulted in lower physiological activation than avoidance. No significant differences were found for the self-report of negative affect. Overall, acceptance vs. avoidance differences were mostly found in the physiological outcomes, suggesting the importance of including objective measures when examining coping techniques. Our findings suggest that ACT's concept of creative hopelessness is supported, as participants may have to use firstly use ineffective coping strategies to better understand what methods are most effective for managing pain. To our knowledge, this study is the first study to compare acceptance vs. avoidance coping with emotional pain both between and within-group, using a multi-method and multi-dimensional approach.