This study investigated whether VR presence influences how effectively VR distraction reduces pain intensity during a cold-pressor experience. Thirty-seven healthy students underwent a cold pressor task while interacting with a VR distraction world. After the VR cold-pressor experience, each subject provided VAS ratings of the most intense pain experienced during the hand immersion and rated their illusion of having been inside the virtual world. Results showed that the amount of VR presence reported correlated significantly and negatively with ratings of pain intensity. The importance of using an appropriately designed VR to achieve effective VR analgesia is highlighted.