Anticipatory distress prior to a painful medical procedure can lead to negative sequelae including heightened pain experiences, avoidance of future medical procedures, and potential noncompliance with preventative health care, such as vaccinations. Few studies have examined the longitudinal and concurrent predictors of pain-related anticipatory distress. This article consists of 2 companion studies to examine both the longitudinal factors from infancy as well as concurrent factors from preschool that predict pain-related anticipatory distress at the preschool age. Study 1 examined how well preschool pain-related anticipatory distress was predicted by infant pain response at 2, 4, 6, and 12 months of age. In study 2, using a developmental psychopathology framework, longitudinal analyses examined the predisposing, precipitating, perpetuating, and present factors that led to the development of anticipatory distress during routine preschool vaccinations. A sample of 202 caregiver-child dyads was observed during their infant and preschool vaccinations (the Opportunities to Understand Childhood Hurt cohort) and was used for both studies. In study 1, pain response during infancy was not found to significantly predict pain-related anticipatory distress at preschool. In study 2, a strong explanatory model was created whereby 40% of the variance in preschool anticipatory distress was explained. Parental behaviours from infancy and preschool were the strongest predictors of child anticipatory distress at preschool. Child age positively predicted child anticipatory distress. This strongly suggests that the involvement of parents in pain management interventions during immunization is one of the most critical factors in predicting anticipatory distress to the preschool vaccination.