Previous neuroimaging studies have shown brain activity during not only the application of noxious stimuli, but also prior to stimulation. The functional significance of the anticipatory response, however, has yet to be explored. Two theoretical responses involve either a decrease or an increase in sensitivity of the nociceptive system. In a functional magnetic resonance imaging (fMRI) study, brainstem responses during anticipation and processing of thermal noxious stimuli were investigated. Twelve healthy subjects were warned prior to and then received noxious stimulation to their left hand. Behavioral data showed a positive correlation between the intensity of anticipation and pain. FMRI data revealed brainstem activation in the PAG during the anticipation period. When correlated with individual anticipation ratings, activation during anticipation included significant clusters within the entorhinal cortex and ventral tegmental area (VTA). During receipt, activation within the brainstem included the PAG, VTA, rostral ventromedial medulla (RVM), and the parabrachial nucleus (PB), all elements of descending pain pathways. Using a backward model approach, we explored the functional significance of the anticipatory neural response for subsequent pain processing. Results of this regression analysis revealed that insula activity during receipt was predicted by activity in both the entorhinal cortex and VTA during anticipation. We suggest that activation in both regions before and during pain may underlie anticipation and subsequent pain modulatory responses, possibly involving the appraisal and control of attention necessary for pain modulation. Together, the results suggest a possible role of brainstem areas in anticipatory mechanisms involved in the maintenance of chronic pain.