Transient painful stimuli could induce suppression of alpha oscillatory activities and enhancement of gamma oscillatory activities that also could be greatly modulated by attention. Here, we attempted to characterize changes in cortical activities during tonic heat pain perception and investigated the influence of directed/distracted attention on these responses. We collected 5-minute long continuous Electroencephalography (EEG) data from 38 healthy volunteers during four conditions presented in a counterbalanced order: (A) resting condition; (B) innoxious-distracted condition; (C) noxious-distracted condition; (D) noxious-attended condition. The effects of tonic heat pain stimulation and selective attention on oscillatory activities were investigated by comparing the EEG power spectra among the four experimental conditions and assessing the relationship between spectral power difference and subjective pain intensity. The change of oscillatory activities in condition D was characterized by stable and persistent decrease of alpha oscillation power over contralateral-central electrodes and widespread increase of gamma oscillation power, which were even significantly correlated with subjective pain intensity. Since EEG responses in the alpha and gamma frequency band were affected by attention in different manners, they are likely related to different aspects of the multidimensional sensory experience of pain. The observed contralateral-central alpha suppression (conditions D vs. B and D vs. C) may reflect primarily a top-down cognitive process such as attention, while the widespread gamma enhancement (conditions D vs. A) may partly reflect tonic pain processing, representing the summary effects of bottom-up stimulus-related and top-down subject-driven cognitive processes.