The extent to which perceived control over anxiety-related events contributes to the experience of pain was investigated. It was hypothesized that perceived control over anxiety-related events would predict pain behaviors induced via a cold pressor task because perceived control may alter the meaning of a pain-inducing stimulus. Eighty undergraduate students completed the Anxiety Control Questionnaire, Pain Anxiety Symptoms Scale, State-Trait Anxiety Inventory, and Penn State Worry Questionnaire. Heart rate was assessed prior to hand immersion. Participants then immersed their dominant hand in ice water and rated pain intensity at their pain threshold and tolerance times. Results indicate that perceived control over anxiety-related events predicts pain tolerance and endurance (i.e., overt pain response) but not pain intensity, threshold, or heart rate. It appears that the psychological process variable of perceived control over anxiety-related events uniquely influences participants’ ability to cope with the experience of pain by altering the perceived threat of the acute pain induced via a cold pressor task.