Background: The cold pressor test (CPT) is a widely used pain provocation test to investigate both pain tolerance and cardiovascular responses. We hypothesize, that performing multi-omic analyses during CPT gives the opportunity to home in on molecular mechanisms involved. Twenty-two females were phenotypically assessed before and after a CPT, and blood samples were taken. RNA-Sequencing, steroid profiling and untargeted metabolomics were performed. Each ‘omic level was analyzed separately at both single-feature and systems-level (principal component [PCA] and partial least squares [PLS] regression analysis) and all ‘omic levels were combined using an integrative multi-omics approach, all using the paired-sample design. Results: We showed that PCA was not able to discriminate time points, while PLS did significantly distinguish time points using metabolomics and/or transcriptomic data, but not using conventional physiological measures. Transcriptomic and metabolomic data revealed at feature-, systems- and integrative- level biologically relevant processes involved during CPT, e.g. lipid metabolism and stress response. Conclusion: Multi-omics strategies have a great potential in pain research, both at feature- and systems- level. Therefore, they should be exploited in intervention studies, such as pain provocation tests, to gain knowledge on the biological mechanisms involved in complex traits.