Previous studies have shown a superior analgesic effect of favorite music over other passive or active distractive tasks. However, it is unclear what mediates this effect. In this study we investigated to which extent distraction, emotional valence and cognitive styles may explain part of the relationship. Forty-eight healthy volunteers received heat stimuli during an active mental arithmetic task (PASAT), and passive listening to music (Mozart), environmental sounds (rain and water), and control (noise). The participants scored the conditions according to affective scales and filled out questionnaires concerning cognitive styles (Baron – Cohen and self-report). Active distraction with PASAT led to significantly less pain intensity and unpleasantness as compared to music and sound. In turn, both music and sound relieved pain significantly more than noise. When music and sound had the same level of valence they relieved pain to a similar degree. The emotional ratings of the conditions were correlated with the amount of pain relief and cognitive styles seemed to influence the analgesia effect. These findings suggest that the pain relieving effect previously seen in relation to music may be at least partly mediated by distraction, emotional factors and cognitive styles rather than by the music itself.