Expectations have a profound influence on human perception. In the waking state, placebo analgesia is an example of cognitive modulation driven by expectations of a positive treatment outcome (e.g., [1;8;16;42;52;64]). Although classical conditioning appears sufficient to generate placebo responses involving unconscious physiological functions, the modulation of pain perception by a placebo generally involves a conscious anticipation of relief ([9;15]). Sleep is a state of reduced awareness in which higher-order processing of external stimuli is generally thought to be largely suppressed. Given that conscious processing of placebo cues and associated outcomes may be necessary for placebo responses to occur, placebo effects would be expected to be suppressed during sleep. However, once learning has occurred, expectancy may affect later outcomes through unconscious processes ([28;31;43]). Learned placebo analgesia responses might then be expressed without explicit processing of pain-related cues or conscious evocation of relief expectancy. The brain may process external stimuli during both rapid-eye-movement sleep (REM) and slow-wave sleep (SWS), and the reduced engagement of frontal cortices in response to such inputs is generally interpreted as a sleep-protecting function that prevents waking ([14;18;56;63]). Brain activity during REM sleep has also been associated with cognitive processes ([19;25;38;49]), including offline reprocessing of recent memories ([36;59]). We previously suggested that REM sleep may be involved in the reprocessing of relief expectations generated prior to sleep ([33;34]). Placebo mechanisms may involve sleep-related processing that results from unconscious reactivation of learned expectations that may alter responses to noxious stimuli. In the present study, healthy participants underwent placebo conditioning on the evening before sleep and were subjected to noxious thermal stimuli while  sleeping the following night. We tested the hypothesis that placebo conditioning and relief expectations induced prior to sleep would reduce nocturnal pain, anxiety, and sleep disturbance reported the following morning. Polysomnography was used to assess brain arousals in response to nociceptive stimuli across sleep stages. We expected a reduction in stimulus-induced arousals during sleep, and especially during REM sleep, in response to a possible reactivation of relief expectations.