Although the use of prayer as a religious coping strategy is widespread and often claimed to have positive effects on physical disorders including pain, it has never been tested in a controlled experimental setting whether prayer has a pain relieving effect. Religious beliefs and practices are complex phenomena and the use of prayer may be mediated by general psychological factors known to be related to the pain experience, such as expectations, desire for pain relief, and anxiety. Twenty religious and twenty non-religious healthy volunteers were exposed to painful electrical stimulation during internal prayer to God, a secular contrast condition, and a pain-only control condition. Subjects rated expected pain intensity levels, desire for pain relief, and anxiety before each trial and pain intensity and pain unpleasantness immediately after on mechanical visual analogue scales. Autonomic and cardiovascular measures provided continuous non-invasive objective means for assessing the potential analgesic effects of prayer. Prayer reduced pain intensity by 34 % and pain unpleasantness by 38 % for religious participants, but not for non-religious participants. For religious participants, expectancy and desire predicted 56-64 % of the variance in pain intensity scores, but for non-religious participants, only expectancy was significantly predictive of pain intensity (65-73 %). Conversely, prayer-induced reduction in pain intensity and pain unpleasantness were not followed by autonomic and cardiovascular changes.