The current experiment examined whether having choice over treatment options facilitates or inhibits the strength of placebo expectations in the context of pain perception. All participants were exposed to an aversive stimulus (i.e., the cold pressor task), and participants in some conditions were given expectations for two pain-relieving treatments (actually the same inert ointment mixture). Critically, participants in these expectation conditions were also given a choice or not about which of the two treatments they preferred to use. Participants in a control condition were not provided with a treatment expectation. Despite receiving the same inert treatment, participants who had a choice over treatments showed increased placebo analgesia as compared to participants not given a choice and participants in the control condition. Moreover, this effect was mediated by changes in anxiety. Explanations and implications for these results are discussed.