ABSTRACT: Daily life consists of a chain of decisions. Typically, individuals may choose to pursue what they already know (exploitation), or to search for other options (exploration). This exploration-exploitation dilemma is a topic of interest across multiple scientific fields. Here we propose that investigating how individuals solve this dilemma may improve our understanding of how individuals make behavioral decisions (e.g., avoidance) when facing pain. To this end, we present the data of three experiments in which healthy individuals were given the opportunity to choose between four different movements, with each movement being associated with different probabilities of receiving a painful outcome only (Experiment 1), or pain and/or a reward (Experiment 2). We also investigated whether participants stuck to their decisions when the contingencies between each movement and the painful/rewarding outcome changed during the task (Experiment 3). The key findings across all experiments are the following: First, after initial exploration, participants most often exploited the safest option. Second, participants weighted rewards more heavily than receiving pain. Lastly, after receiving a painful outcome, participants were more inclined to explore than to exploit a rewarding movement. We argue that by focusing more on how individuals in pain solve the exploration-exploitation dilemma is helpful in understanding behavioral decision-making in pain.