OBJECTIVE: Gambling disorder (GD) is a common, disabling condition that often is exacerbated by stressful life events. Under stress, the sympathetic nervous system and the hypothalamic-pituitary-adrenal axis are activated. The question, therefore, arises as to whether an abnormal sympathetic response can be found in individuals with GD. METHOD: Adult individuals with GD and no current co-occurring mental disorders were enrolled. Participants completed impulsivity and gambling-related questionnaires and underwent cold pressor evaluation. GD participants were compared with controls on measures of heart rate, blood pressure, and pain. RESULTS: Fifteen people with GD and 18 controls completed the study. Kaplan-Meier analysis indicated that the GD group withdrew their hand from the painful stimulus more rapidly than controls (Wilcoxon chi-square = 3.87, p = 0.049), suggestive of lesser pain tolerance. Subjective pain ratings and cardiovascular measurements did not significantly differ between groups. CONCLUSIONS: Individuals with GD manifested a relative intolerance to pain on the cold pressor paradigm, even though they physiologically did not seem to experience greater pain. Given the role of the opioid system in pain processing, it would be valuable in future work to examine whether cold pressor measures can predict response to treatments in GD, including with opioid antagonists.