Altered pain sensitivity is believed to play an important role in the development of chronic pain, a common debilitating condition affecting an estimated 1 of 5 adults. Pain sensitivity varies broadly between individuals, and it is notoriously difficult to measure in large population. Although pain sensitivity is known to be moderately heritable, only a limited numbers of genetics studies have been published, with limited success at identifying the genetic architecture of pain sensitivity. In this study, we deployed a pain sensitivity questionnaire (PSQ) and an at-home version of cold pressor test (CPT) in a large genotyped cohort. We performed genome-wide association study (GWAS) analysis on the PSQ scores and CPT duration, collected for 25,321 and 6,853 participants, respectively. Despite a reasonably large sample size, we identified only one genome-wide significant locus, located in the TSSC1 gene, associated with PSQ score. Genetic correlation analysis suggested that PSQ has several traits that are correlated with chronic pain states and lifestyle factors. We found that PSQ score are positively correlated to neck and shoulder pain that lasts more than 3 months and negatively correlated to acute pain sensations like fracture. Gene-based analysis followed by pathway analysis suggested that GWAS results are enriched in genes controlling Thyroid peroxidase and Melanin production. We showed that genetic variation in MC1R gene and redhead hair pigmentation is associated with an increase of pain sensitivity measured by the PSQ scores.