Pain is mostly thought of as a problem—as debilitating or harmful. Despite its unpleasantness, however, under some conditions pain can be associated with positive consequences. In this review, we explore these positive biological, psychological, and social consequences of pain. We highlight three different domains in which pain may be considered to have positive consequences. First, pain facilitates pleasure by providing an important contrast for pleasurable experiences, increasing sensitivity to sensory input, and facilitating self-rewarding behavior. Second, pain augments self-regulation and enhancement by increasing cognitive control, reducing rumination, and demonstrating virtue. Third, pain promotes affiliation by arousing empathy from others, motivating social connection, and enhancing group formation. Drawing on evidence scattered across a range of academic fields, we provide for reflection on how pain is represented, generate insights into pain-seeking behavior, and draw attention to the role of painful experiences in maximizing positive outcomes.