Pain is the most important obstacle to well-being across many medical conditions. Pain is partially driven by nociceptive signals transmitted from the periphery of the body (e.g., skin) to the brain, but it is also influenced by many cognitive factors, such as expectations and context. Yet, the brain mechanisms underlying these cognitive influences on pain remain poorly understood. I will present a series of experiments that demonstrate how learning about pain and generalization influence brain and behavioral responses to pain. More specifically, my results show that the exact same objective heat pain stimulus can feel subjectively much more painful and lead to higher physiological responses if it is preceded by a cue (such as a drawing of an animal) that people have previously learned to associate with higher pain. Interestingly, this effect even generalizes to unseen and completely novel cues that are perceptually similar or conceptually related (e.g., generalization from a cow to other animals). These effects are paralleled by changes in brain areas associated with memory, value, and internal thought. Together, my results show that what people learn about pain and how they generalize these expectations to novel situations shapes their experience of pain in powerful ways.