Numerous studies have documented an inverse relationship between blood pressure and sensitivity to experimental nociceptive stimulation. The present study aimed to investigate possible associations between blood pressure and the occurrence and intensity of paradoxical pain induced by the thermal grill paradigm. Thirty‐one healthy subjects were stimulated three times for 1 min with the nonnoxious temperatures of 15°C and 41°C set at the interlaced cold and warm bars of a water bath‐driven thermal grill. Blood pressure and heart rate were recorded concomitantly. On account of previous observations of an association between the sensitivity of the cardiac baroreflex and pain perception, this parameter was additionally obtained. Numerical rating scales were used to quantify subjective pain intensity and pain unpleasantness; subjects were classified as responders and nonresponders to thermal grill stimulation based on pain intensity ratings. Responders exhibited lower systolic and diastolic blood pressure than nonresponders, and inverse linear associations arose between blood pressure and pain intensity and unpleasantness. Baroreflex sensitivity was unrelated to pain ratings. The findings confirmed the hypothesis of a blood pressure dependence of paradoxical pain and support the notion that the cardiovascular and pain regulatory systems interact not only in the processing of pain elicited by noxious input, but also in nonnoxiously generated illusive pain. While this finding is not consistent with the assumption of an involvement of the baroreflex system in mediating the observed interaction, psychological traits and neurochemical factors are alternatively considered.