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Research consistently indicates that gender differences exist in pain perception, with females typically reporting more negative responses to pain than males. It also seems as if males and females use and benefit from different coping strategies when under stress; females seem to prefer emotion-focused coping, whereas males prefer sensory-focused coping. Unfortunately, experimental research that examines such differences in the context of pain has not yet been adequately investigated. The aim of the current study was, therefore, to determine whether gender differences would be found in the effect that sensory-focused and emotion-focused coping instructions have on cold pressor pain experiences. Participants consisted of 24 male and 26 female healthy adults, all of whom reported no current pain. A consistent pattern of effects was found, over both behavioural and self-report measures of pain. Compared to females, males exhibited less negative pain responses when focusing on the sensory component of pain (i.e. increased threshold, tolerance and lower sensory pain). Furthermore, compared to sensory focusing, emotional focusing was found to increase the affective pain experience of females. Together these results confirm that important differences exist between men and women in the effects pain coping instructions have on the experience of pain. The implications of such findings for research and practice are discussed.