Sex differences in the experience of pain have been widely reported, with females generally reporting more frequent clinical pain and demonstrating greater pain sensitivity. However, the mechanisms underpinning such differences, while subject to intense speculation, are not well-characterized. Catastrophizing is a cognitive and affective process that relates strongly to enhanced reports of pain and that varies as a function of sex. It is thus a prime candidate to explain sex differences; indeed, several prior studies offer evidence that controlling for catastrophizing eliminates the gap between men and women in reported pain. We recruited 198 healthy young adults (115 female) who took part in laboratory studies of pain responses, including thermal pain, cold pain, and ischemic pain, and who also completed questionnaires assessing catastrophizing, mood, and day-to-day painful symptoms (e.g. headache, backache). Women reported greater levels of catastrophizing, more recent painful symptoms, and demonstrated lower pain thresholds and tolerances for noxious heat and cold relative to men. Mediational analyses suggested that after controlling for negative mood, catastrophizing mediated the sex difference in recent daily pain but did not mediate the much larger sex differences in pain threshold and tolerance. These findings highlight the role of catastrophizing in shaping pain responses, as well as illuminating potentially important differences between experimental pain assessment and the clinical experience of pain.