Prayer is considered to be the most common therapy used in alternative medicine. This study aimed to explore the effect of prayers on endogenous pain modulation, pain intensity, and sensitivity in healthy religious participants. A total of 208 healthy religious participants were enrolled in this study and randomly distributed into two groups, a prayer group (n = 156) and a poem reading or control group (n = 52). Participants from the prayer group were then selectively allocated using the prayer function scale to either an active prayer group (n = 94) receiving an active type of praying or to a passive prayer group (n = 62) receiving a passive type of praying. Pain assessments were performed before and following the interventions and included pressure pain threshold assessment (PPT), conditioned pain modulation (CPM), and a numerical pain rating scale. A significant group-by-time interaction for PPT (p = 0.014) indicated post-intervention increases in PPT in the prayer group but not in the poem reading control group. Participants experienced a decrease in CPM efficacy (p = 0.030) and a reduction in their NPRS (p < 0.001) following the interventions, independent of their group allocation. The results showed that prayer, irrespective of the type, can positively affect pain sensitivity and intensity, but does not influence endogenous pain inhibition during hot water immersion. Future research should focus on understanding the mechanism behind "prayer-induced analgesia."