The first goal of the study was to explore whether preterm newborns can learn to predict painful stimulation. The second goal was to provide a description of physiological and behavioral responses to repeated heel-sticks over days. Preterm newborns, born between 28 and 32 weeks gestational age, were observed five times over a period of 2 weeks while undergoing heel-sticks. Infants' facial expressions, cardiac reactions, and movement durations were recorded before, during, and after the heel-stick procedure. On Tests 1, 3, and 5, the phlebotomist picked up the baby's leg and held it for 10 seconds before proceeding to the heel-stick. Infants showed significantly greater increase in heart rate during the leg pickup on Test 5 compared with Test 1. This increase in heart rate after 2 weeks of experience suggests that newborn infants learned to anticipate the painful stimulus. Infants also demonstrated reliable behavioral and cardiac reactions to the invasive part of the heel-stick, but no change was observed in reactivity over days. However, greater post-conceptional age (PCA) was associated with increased behavioral reactivity during heel-stick on Tests 4 and 5. The anticipatory heart rate increase during leg pickup highlights the preterm infant's early capacity to learn and react to experience in the neonatal intensive care unit. The lack of global change in reactivity to the invasive procedure over days illustrates the need to take into account specific factors such as PCA when investigating sensitivity to repeated pain experiences.