Pain ratings during the cold pressor test were significantly lower in female inpatients with borderline personality disorder who report that they do not experience pain during self-injury (BPD-NP group, n = 11), compared with similar patients who report that they do experience pain during self-injury (BPD-P group, n = 11), and normal female subjects (n = 6). Pain ratings were not significantly different in the BPD-P and normal control groups. Self-report ratings of depression, anger, anxiety, and confusion were significantly lower, and ratings of vigor significantly higher following the cold pressor test in the BPD-NP group, but not in the BPD-P group. Only anxiety was significantly lower in the normal control group following the cold pressor test. The implications and limitations of these preliminary findings are discussed.