The ability of very low birth weight (VLBW) premature infants to respond differentially to real versus a sham heelstick conditions was examined in this crossover study. Using a multidimensional assessment of responses of premature infants (n = 48) between 26 and 31 weeks gestational age (GA) at the time of the study, it was found that they respond differentially to real versus sham heelstick both behaviourally and physiologically. The multivariate effect of condition (real/sham) was significant with maximum heart rate and upper facial action (lower facial action was not scored) contributing significantly to the main effect. GA had a main multivariate effect, with the younger infants responding less robustly. The variability outcome measures of heart rate standard deviation and range of transfontanelle intracranial pressure contributed significantly to the main effect of GA, but not to the effect of condition. Young VLBW premature infants are capable of a multidimensional differential response to pain. GA is an important factor to consider when assessing pain in premature infants.