The affective dimension of pain contributes to pain perception. Cognitive load may influence pain-related feelings. Eye tracking has proven useful for detecting cognitive load effects objectively by using relevant eye movement characteristics. In this study, we investigated whether eye movement characteristics differ in response to pain-related feelings in the presence of low and high cognitive loads. A set of validated, control, and pain-related sounds were applied to provoke pain-related feelings. Twelve healthy young participants (six females) performed a cognitive task at two load levels, once with the control and once with pain-related sounds in a randomized order. During the tasks, eye movements and task performance were recorded. Afterwards, the participants were asked to fill out questionnaires on their pain perception in response to the applied cognitive loads. Our findings indicate that an increased cognitive load was associated with a decreased saccade peak velocity, saccade frequency, and fixation frequency, as well as an increased fixation duration and pupil dilation range. Among the oculometrics, pain-related feelings were reflected only in the pupillary responses to a low cognitive load. The performance and perceived cognitive load decreased and increased, respectively, with the task load level and were not influenced by the pain-related sounds. Pain-related feelings were lower when performing the task compared with when no task was being performed in an independent group of participants. This might be due to the cognitive engagement during the task. This study demonstrated that cognitive processing could moderate the feelings associated with pain perception.