Preterm birth is associated with painful procedures during the neonatal intensive care unit (NICU) stay. Full-term newborns can also experience pain, following surgery. These procedures can have long-lasting consequences. It has been shown that children born preterm show pain responses and cardiac alterations. This study aimed to explore the heart rate reactivity to pain in 107 subjects born either preterm or full-term who were between 7 and 25 years old at testing. We also evaluated the effect of pain experienced at birth, as represented by a longer NICU stay, time under ventilation, and surgery at birth. Participants were asked to immerse their right forearm in 10°C water for 2 minutes. Electrocardiograms were recorded at baseline and during the immersion procedure. Full-term subjects showed a stable increase in heart rate throughout the procedure, whereas preterm ones showed a strong increase at the beginning, which decreased over time. Also, preterm and full-term subjects who experienced pain at birth showed higher resting heart rate, stronger sympathetic activity, and lower cardiac vagal activity. Our study demonstrated a long-term impact of a long NICU stay and surgery at birth on cardiac autonomic activity. This could lead to impaired reactions to pain or stress in later life.