This study aimed to investigate the efficacy of an attention training technique (ATT) on pain ratings, threshold and tolerance during the cold pressor task. One hundred and three undergraduate students were randomly assigned to receive either threat-alleviating or threat-inducing information about the task. Participants were then re-randomized to receive either ATT or progressive muscle relaxation (PMR). Hence, the present study had a 2 (threat expectancy: high vs. low) × 2 (training: ATT vs. PMR) design. Analyses confirmed that the threat manipulation was effective in increasing the harm associated with the task. ATT resulted in a relative reduction in hypervigilance to sensory pain words compared to PMR. ATT was also associated with a lower degree of focus on internal sensations, but not mindfulness or difficulty disengaging from pain words. Results showed that, relative to relaxation training, those receiving ATT reported pain less quickly than those receiving relaxation, although there were no differences between the training groups for tolerance or pain ratings. These results show that ATT changes the cognitive processes of internal/external focus and hypervigilance towards sensory pain words, but not difficulty disengaging or mindfulness. Although ATT changed threshold, the fact that neither pain ratings nor tolerance was affected suggests that a single, brief session of ATT may not be sufficient to affect broader change. Nonetheless, this study shows that ATT can change cognitive processes thought to be associated with heightened perception of pain and that this changes how quickly pain is registered and is therefore worthy of further investigation.