This study sought to investigate cognitive-behavioural predictors of children's tolerance for laboratory-induced cold-pressor pain. It was hypothesised that pain tolerance, as measured by immersion time, would be greater in children who were high in self-efficacy for pain, high in self-reported use of cognitive-coping strategies, and low in emotion-focused coping strategies such as catastrophising. Age and sex differences were also examined in post hoc analyses. Children between the ages of 7 and 14 years (N = 53) participated in the study. Offering partial support for the hypotheses, use of cognitive distraction was found to be associated with greater pain tolerance, while use of internalising/catastrophising was associated with lower pain tolerance. Older boys tended to have greater pain tolerance than younger boys, whereas younger and older girls had intermediate pain tolerance levels. Self-efficacy for pain, in general, was found to be positively correlated with age. The results support efforts to identify children who, because they have lower confidence or lower skills in coping with distress, may need extra support and preparation for painful procedures. Further research is needed to investigate these findings within a clinical pain context.