Experiments have found that choosing between placebo analgesics can reduce pain more than being assigned a placebo analgesic. Because earlier research has shown prior experience moderates choice effects in other contexts, we tested whether prior experience with a pain stimulus moderates this placebo-choice association. Before a cold water pain task, participants were either told that an inert cream would reduce their pain or they were not told this information. Additionally, participants chose between one of two inert creams for the task or they were not given choice. Importantly, we also measured prior experience with cold water immersion. Individuals with prior cold water immersion experience tended to display greater placebo analgesia when given choice, whereas participants without this experience tended to display greater placebo analgesia without choice. Prior stimulus experience appears to moderate the effect of choice on placebo analgesia.