Trying to control pain is a common human goal. But little is know about what happens when one loses control over pain. This paper reports an experiment with 74 healthy volunteers, half of whom were given control over a pain stimulus and subsequently lost control, and half of whom never had control over the pain. This study investigates whether having had control and lost it would result in a more unpleasant pain experience, more fear about impending pain, a heightened vigilance to pain, and greater interference on a secondary task. Participants in the experimental group first learned to avoid a painful stimulus by correctly responding to a card sorting task, but later on lost control over the painful stimulus. In the yoked comparison group, participants had no control over the painful stimulus from the beginning. Results indicated that losing control over pain and, relatedly, attempting to control uncontrollable pain have significant costs such as a higher fear of the impending pain stimulus and retarded performance on a secondary task. When attempts to avoid pain are blocked, individuals persist in their avoidance attempts, try harder, and narrow their focus of attention upon the problem to be solved. These findings are discussed within the context of a dual process model of coping with uncontrollable adverse events [Brandtstädter J, Renner G. Tenacious goal pursuit and flexible goal adjustment: explication and age-related analysis of assimilative and accommodative strategies of coping. Psychol Aging 1990;5:58–67] and possible mechanisms for perseverance with ineffective solutions.