This study examined the impact of threatening information on coping and pain tolerance in a healthy adult sample. Prior to engaging in a Cold Pressor Test (CPT), 121 college students were randomly assigned to one of three conditions: a threat condition in which they read an orienting passage warning them about symptoms and consequences of frostbite (pain as a signal for nociception), a reassurance condition in which they read an orienting passage about the safety of the CPT (pain independent of nociception), or a control condition in which no orienting passage was read before the experimental task. Only 15.6% of participants in the threat group completed the CPT to its 4-minute duration, compared with 55.6% in the reassurance group and 45.2% of those in the control group. Even though groups did not differ on level of reported pain, threatened participants catastrophized more about the pain and reported less use of cognitive coping strategies (reinterpreting pain sensations, ignoring pain, diverting attention away from pain to other experiences, and using coping self-statements) than other respondents. A path analysis indicated that the relation between threat and pain tolerance was fully mediated by catastrophizing and cognitive coping. Together, findings suggest that pain appraised as threatening contributes to a specific pattern of coping responses associated with a reduced capacity to bear pain.