Pain assessment in preterm infants is challenging as behavioral, autonomic, and neurophysiological measures of pain are reported to be less sensitive and specific than in term infants. Understanding the pattern of preterm infants’ noxious-evoked responses is vital to improve pain assessment in this group. This study investigated the discriminability and development of multimodal noxious-evoked responses in infants aged 28–40 weeks postmenstrual age. A classifier was trained to discriminate responses to a noxious heel lance from a nonnoxious control in 47 infants, using measures of facial expression, brain activity, heart rate, and limb withdrawal, and tested in two independent cohorts with a total of 98 infants. The model discriminates responses to the noxious from the nonnoxious procedure from 28 weeks onward with an overall accuracy of 0.77–0.83 and an accuracy of 0.78–0.79 in the 28–31-week group. Noxious-evoked responses have distinct developmental patterns. Heart rate responses increase in magnitude with age, while noxious-evoked brain activity undergoes three distinct developmental stages, including a previously unreported transitory stage consisting of a negative event-related potential between 30 and 33 weeks postmenstrual age. These findings demonstrate that while noxious-evoked responses change across early development, infant responses to noxious and nonnoxious stimuli are discriminable in prematurity.