The mechanisms underlying chronic phantom limb pain (PLP) are complex and insufficiently understood. Altered sensory thresholds are often associated with chronic pain but quantitative sensory testing (QST) in PLP has so far been inconclusive due to large methodological variation between studies and small sample sizes. In this study, we applied QST in 37 unilateral upper-limb amputees (23 with, 14 without PLP) and 19 healthy controls. We assessed heat pain (HPT), pressure pain (PPT), warmth detection (WDT), and two-point discrimination thresholds at the residual limb, a homologous point and the thenar of the intact limb as well as both corners of the mouth. We did not find significant differences in any of the thresholds between the groups. However, PLP intensity was negatively associated with HPT at all measured body sites except for the residual limb, indicating lower pain thresholds with higher PLP levels. Correlations between HPT and PLP were strongest in the contralateral face (r = -0.65, p < 0.001). Facial HPT were specifically associated with PLP, independent of residual limb pain (RLP) and various other covariates. HPT at the residual limb, however, were significantly associated with RLP, but not with PLP. We conclude that the association between PLP and, especially facial, HPT could be related to central mechanisms.