Pain anxiety refers to a range of cognitive (catastrophic thinking), behavioral (escape and avoidance), and physiological (heightened arousal) responses to pain (McCracken & Gross). Greater pain anxiety is associated with greater pain severity, disability, and distress. This retrospective study investigated learning history experiences related to the development of pain anxiety in a sample of 198 undergraduates (147 women, 51 men). Childhood instrumental and, to a more limited extent, vicarious learning experiences with pain were positively associated with levels of pain anxiety in adulthood. The physical concerns component of anxiety sensitivity (AS: fear of arousal-related somatic sensations), but not AS-psychological or social concerns or trait anxiety, was found to mediate the relationship between childhood instrumental learning experiences with pain and pain avoidance behavior, cognitive anxiety, and physiological anxiety in adulthood. Both AS physical concerns and, to a lesser extent trait anxiety, mediated the relationship between childhood instrumental learning experiences with pain and fearful thinking about pain in adulthood. Finally, AS physical concerns, but not AS-psychological or social concerns or trait anxiety, also was found to mediate the relationship between childhood observational learning experiences with pain and pain cognitive anxiety and fearful thinking in adulthood.