Although individual differences in fear and anxiety modulate the pain response and may even cause more suffering than the initiating physical stimulus, little is known about the neural systems mediating this relationship. The present study provided the first examination of the neural correlates of individual differences in the tendency to (1) feel anxious about the potentially negative implications of physical sensations, as measured by the anxiety sensitivity index (ASI), and (2) fear various types of physical pain, as indexed by the fear of pain questionnaire (FPQ). In separate sessions, participants completed these questionnaires and experienced alternating blocks of noxious thermal stimulation (45-50 degrees C) and neutral thermal stimulation (38 degrees C) during the collection of whole-brain fMRI data. Regression analyses demonstrated that during the experience of pain, ASI scores predicted activation of a medial prefrontal region associated with self-focused attention, whereas FPQ scores predicted activation of a ventral lateral frontal region associated with response regulation and anterior and posterior cingulate regions associated with monitoring and evaluation of affective responses. These functional relationships cannot be wholly explained by generalized anxiety (indexed by STAI-T scores), which did not significantly correlate with activation of any regions. The present findings may help clarify both the impact of individual differences in emotion on the neural correlates of pain, and the roles in anxiety, fear, and pain processing played by medial and orbitofrontal systems.