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Pain induces changes in the functional connectivity between the periaqueductal gray and the cingulate, and, in men more than women, connectivity changes to the amygdala.This study investigated sex similarities and differences in pain-related functional connectivity in 60 healthy subjects. We used functional magnetic resonance imaging and psychophysiological interaction analysis to investigate how exposure to low vs high experimental pain modulates the functional connectivity of the periaqueductal gray (PAG). We found no sex differences in pain thresholds, and in both men and women, the PAG was more functionally connected with the somatosensory cortex, the supplemental motor area, cerebellum, and thalamus during high pain, consistent with anatomic predictions. Twenty-six men displayed a pain-induced increase in PAG functional connectivity with the amygdala caudate and putamen that was not observed in women. In an extensive literature search, we found that female animals have been largely overlooked when the connections between the PAG and the amygdala have been described, and that women are systematically understudied with regard to endogenous pain inhibition. Our results emphasize the importance of including both male and female subjects when studying basic mechanisms of pain processing, and point toward a possible sex difference in endogenous pain inhibition.