To understand better reported sex differences in sensitivity to pain, this study examined daily pain frequency and intensity, use of analgesics, physical activity, and both subjective and physiological response to acute pain in 18 men and 24 women, healthy people who provided information about their daily pain symptoms and physical activity before completing a cold pressor task. Compared to men, women reported more frequent and intense pain symptoms, as well as more frequent use of analgesics and lower physical activity. Women evinced higher physiological arousal during the cold pressor task but similar subjective pain. The findings highlight the different ways men and women cope with pain and the effect on their responses to acute pain.