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Pain is a complex phenomenon which is manifested and expressed by patients in various forms. The immediate and objective recognition of it is a great of importance in order to attain a reliable and unbiased healthcare system. In this work, we elaborate electrocardiography signals revealing the existence of variations in pain perception among different demographic groups. We exploit this insight by introducing a novel multi-task neural network for automatic pain estimation utilizing the age and the gender information of each individual, and show its advantages compared to other approaches.