This study investigated for the first time the effects of individual and combined application of three learning techniques (verbal suggestions, classical conditioning, and observational learning) on placebo analgesia and extinction. Healthy participants (N = 206) were assigned to eight different groups in which they were taught through either a verbal suggestion, a conditioning paradigm, a video observing someone, or any combination thereof that a placebo device (inactive TENS) was capable of alleviating heat pain, whereas one group did not (control). Placebo analgesia was quantified as the within-group difference in experienced pain when the placebo device was (sham) ‘activated’ or ‘inactivated’ during equal pain stimuli, and compared between groups. Placebo analgesia was induced in groups with two or three learning techniques. Significantly stronger placebo analgesia was induced in the combination of all three learning techniques as compared to the individual learning techniques or control condition, underlining the additional contribution of 3 combined techniques. Extinction did not differ between groups. Furthermore, pain expectancies, but not state anxiety or trust, mediated placebo analgesia. Our findings emphasize the added value of combining 3 learning techniques to optimally shape expectancies that lead to placebo analgesia, which can be used in experimental and clinical settings. PERSPECTIVE: This unique experimental study compared the individual versus combined effects of three important ways of learning (verbal suggestions, classical conditioning, and observational learning) on expectation-based pain relief. The findings indicate that placebo effects occurring in clinical practice could be optimally strengthened if healthcare providers apply these techniques in combination.