This descriptive study focused on self‐esteem and types of attributional style, and their relationship to sensation and distress pain ratings. Negative correlations were hypothesized between self‐esteem and each pain rating, between positive internal type of attributional style and each pain rating, and between negative external type of attributional style and each pain rating. One hundred and nine healthy, non‐institutionalized males, aged 21–50 years, participated in this study. The Tennessee Self‐Concept Scale and revised Attributional Style Questionnaire were administered prior to the cold pressor test, a safe, short duration cold water hand immersion procedure for pain induction. Sensation and distress pain ratings were measured using visual analogue scales, and a pain history was obtained. The predicted relationship between self‐esteem and distress pain ratings was supported. All other correlations were not statistically significant. A pain history question, asking subjects to rate their pain tolerance as compared with other people, was significantly related to both pain ratings, the correlations bei