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Pain-related catastrophising is a maladaptive coping strategy known to have a strong influence on clinical pain outcomes and treatment efficacy. Notwithstanding, little is known about its neurophysiological correlates. There is evidence to suggest catastrophising is associated with resting-state EEG frontal alpha asymmetry (FAA) patterns reflective of greater relative right frontal activity, which is known to be linked to withdrawal motivation and avoidance of aversive stimuli. The present study aims to investigate whether such a relationship occurs in the situational context of experimental pain. A placebo intervention was also included to evaluate effects of a potential pain-relieving intervention on FAA. 35 participants, including both chronic pain patients and healthy subjects, completed the Pain Catastrophising Scale (PCS) questionnaire followed by EEG recordings during cold pressor test (CPT)-induced tonic pain with or without prior application of placebo cream. There was a negative correlation between FAA and PCS-subscale helplessness scores, but not rumination or magnification, during the pre-placebo CPT condition. Moreover, FAA scores were shown to increase significantly in response to pain, indicative of greater relative left frontal activity that relates to approach-oriented behaviours. Placebo treatment elicited a decrease in FAA in low helplessness scorers, but no significant effects in individuals scoring above the mean on PCS-helplessness. These findings suggest that, during painful events, FAA may reflect the motivational drive to obtain reward of pain relief, which may be diminished in individuals who are prone to feel helpless about their pain. This study provides valuable insights into biomarkers of pain-related catastrophising and prospects of identifying promising targets of brain-based therapies for chronic pain management.