Pain is a reliable indicator of health issues; it affects patients’ quality of life when not well managed. The current methods in the clinical application undergo biases and errors; moreover, such methods do not facilitate continuous pain monitoring. For this purpose, the recent methodologies in automatic pain assessment were introduced, which demonstrated the possibility for objectively and robustly measuring and monitoring pain when using behavioral cues and physiological signals. This paper focuses on introducing a reliable automatic system for continuous monitoring of pain intensity by analyzing behavioral cues, such as facial expressions and audio, and physiological signals, such as electrocardiogram (ECG), electromyogram (EMG), and electrodermal activity (EDA) from the X-ITE Pain Dataset. Several experiments were conducted with 11 datasets regarding classification and regression; these datasets were obtained from the database to reduce the impact of the imbalanced database problem. With each single modality (Uni-modality) experiment, we used a Random Forest [RF] baseline method, a Long Short-Term Memory (LSTM) method, and a LSTM using a sample weighting method (called LSTM-SW). Further, LSTM and LSTM-SW were used with fused modalities (two modalities = Bi-modality and all modalities = Multi-modality) experiments. Sample weighting was used to downweight misclassified samples during training to improve the performance. The experiments’ results confirmed that regression is better than classification with imbalanced datasets, EDA is the best single modality, and fused modalities improved the performance significantly over the single modality in 10 out of 11 datasets.