Electrocortical responses, elicited by laser heat pulses that selectively activate nociceptive free nerve endings, are widely used in many animal and human studies to investigate the cortical processing of nociceptive information. These laser-evoked brain potentials (LEPs) consist of several transient responses that are time-locked to the onset of laser stimuli. However, the functional properties of the LEP responses are still largely unknown, due to the lack of a sampling technique that can simultaneously record neural activities at the surface of the cortex (i.e., electrocorticogram [ECoG] and scalp electroencephalogram [scalp EEG]) and inside the brain (i.e., local field potential [LFP]). To address this issue, we present here an animal protocol using freely moving rats. This protocol is composed of three main procedures: (1) animal preparation and surgical procedures, (2) a simultaneous recording of ECoG and LFP in response to nociceptive laser stimuli, and (3) data analysis and feature extraction. Specifically, with the help of a 3D-printed protective shell, both ECoG and LFP electrodes implanted on the rat's skull were securely held together. During data collection, laser pulses were delivered on the rat's forepaws through gaps in the bottom of the chamber when the animal was in spontaneous stillness. Ongoing white noise was played to avoid the activation of the auditory system by the laser-generated ultrasounds. As a consequence, only nociceptive responses were selectively recorded. Using the standard analytical procedures (e.g., band-pass filtering, epoch extraction, and baseline correction) to extract stimulus-related brain responses, we obtained results showing that LEPs with a high signal-to-noise ratio were simultaneously recorded from ECoG and LFP electrodes. This methodology makes the simultaneous recording of ECoG and LFP activities possible, which provides a bridge of electrocortical signals at the mesoscopic and macroscopic levels, thereby facilitating the investigation of nociceptive information processing in the brain.