Phasic pain stimuli are inhibited when they are applied concomitantly with a conditioning tonic stimulus at another body location (heterotopic noxious conditioning stimulation, HNCS). While the effects of HNCS are thought to rely on a spino-bulbo-spinal mechanism in animals (termed diffuse noxious inhibitory controls, DNIC), the underlying neurophysiology in humans may involve other pathways. In this study, we investigated the role of concomitant supraspinal mechanisms during HNCS by presenting auditory stimuli during a conditioning tonic painful stimulus (the cold pressor test, CPT). Considering that auditory stimuli are not conveyed through the spinal cord, any changes in brain responses to auditory stimuli during HNCS can be ascribed entirely to supraspinal mechanisms. Electroencephalography (EEG) was recorded during HNCS, and auditory stimuli were administered in three blocks, before, during and after HNCS. Nociceptive withdrawal reflexes (NWRs) were recorded at the same time points to investigate spinal processing. Our results showed that AEPs were significantly reduced during HNCS. Moreover, the amplitude of the NWR was significantly diminished during HNCS in most participants. Given that spinal and supraspinal mechanisms operate concomitantly during HNCS, the possibility of isolating their individual contributions in humans is questionable. We conclude that the net effects of HCNS are not independent from attentional/cognitive influences.