Pain is a highly personal experience that varies substantially among individuals. In search of an anatomical correlate of pain sensitivity, we used voxel-based morphometry to investigate the relationship between grey matter density across the whole brain and interindividual differences in pain sensitivity in 116 healthy volunteers (62 women, 54 men). Structural magnetic resonance imaging (MRI) and psychophysical data from 10 previous functional MRI studies were used. Age, sex, unpleasantness ratings, scanner sequence, and sensory testing location were added to the model as covariates. Regression analysis of grey matter density across the whole brain and thermal pain intensity ratings at 49°C revealed a significant inverse relationship between pain sensitivity and grey matter density in bilateral regions of the posterior cingulate cortex, precuneus, intraparietal sulcus, and inferior parietal lobule. Unilateral regions of the left primary somatosensory cortex also exhibited this inverse relationship. No regions showed a positive relationship to pain sensitivity. These structural variations occurred in areas associated with the default mode network, attentional direction and shifting, as well as somatosensory processing. These findings underscore the potential importance of processes related to default mode thought and attention in shaping individual differences in pain sensitivity and indicate that pain sensitivity can potentially be predicted on the basis of brain structure.