Abstract Accumulated evidence suggests that nicotine induces analgesia, and endogenous pain regulatory mechanisms may be altered by chronic smoking. The extent to which individual differences in pain perception are related to smokers’ ability to abstain from smoking has not been directly examined. Seventy-one smokers who were interested in quitting completed a pre-cessation laboratory session which included the cold pressor test (CPT). Pain ratings were collected during and after CPT. Also, mood changes, cardiovascular measures, and salivary cortisol samples were evaluated prior to, during, and after CPT. Participants attended 4 weekly follow-up assessment sessions after their quit day. Cox regression analysis revealed that higher pain ratings during and after CPT predicted greater risk for smoking relapse. These results remained significant after affective and physiological responses to CPT were controlled, suggesting that pain ratings prior to smoking cessation are potentially useful in identifying smokers who are at greater risk of early smoking relapse and may reflect underlying putative risk for nicotine dependence and relapse.