Background Data on long-term consequences of preterm birth on pain coping later in life are limited. Aim The aim of this study was to assess whether gestational age, birth weight and neonatal disease severity have an effect on the pain coping strategy in adolescents born preterm or with low birth weight. Study design Observational, longitudinal study. Subjects We analyzed data of 646 children aged 19 years, who were born at a gestational age < 32 weeks or with a birth weight < 1500 g in the year 1983 in the Netherlands. Outcome measures Participants were asked to complete a validated questionnaire that assesses pain coping strategies in eight subscales: information seeking, problem solving, seeking social support, positive self-statement, behavioral distraction, cognitive distraction, externalizing and internalizing. In total, 537 children also completed an IQ test. Results Out of the eight subscales, only behavioral distraction was used more often with increasing gestational age (linear regression analysis, b 0.05, confidence interval CI 0.02–0.08). Behavioral distraction was employed more often by small-for-gestational-age adolescents in comparison with their appropriate-for-gestational age peers (b 0.26, CI 0.09–0.42). However, this effect disappeared when adjusted for gestational age. Intelligence at the age of 19 was significantly correlated with increased use of adaptive strategies (problem solving, positive self-statement, behavioral and cognitive distraction) and less use of maladaptive strategies (internalizing). Conclusions Characteristics at birth and neonatal disease history did not influence pain coping strategy in adolescence. Intelligence, however, moderated pain coping strategy in adolescents born preterm or with low birth weight.