There is accumulating evidence from different methodological approaches that the placebo effect is a neurobiological phenomenon. Behavioral, psychophysiological, and neuroimaging results have largely contributed to accepting the placebo response as real. A major aspect of recent and future advances in placebo research is to demonstrate linkages between behavior, brain, and bodily responses. This article provides an overview of the processes involved in the formation of placebo responses by combining research findings from behavioral, psychophysiological, and neuroimaging methods. The integration of these different methodological approaches is a key objective, motivating our scientific pursuits toward a placebo research that can inform and guide important future scientific knowledge.