The ability to volitionally regulate emotions helps to adapt behavior to changing environmental demands and can alleviate subjective distress. We show that a cognitive strategy of detachment attenuates subjective and physiological measures of anticipatory anxiety for pain and reduces reactivity to receipt of pain itself. Using functional magnetic resonance imaging, we locate the potential site and source of this modulation of anticipatory anxiety in the medial prefrontal/anterior cingulate and anterolateral prefrontal cortex, respectively.