The Visual Analogue Scale (VAS), Numerical Rating Scale (NRS), Verbal Rating Scale (VRS), and the Faces Pain Scale-Revised (FPS-R) are among the most commonly used measures of pain intensity in clinical and research settings. Although evidence supports their validity as measures of pain intensity, few studies have compared them with respect to the critical validity criteria of responsivity, and no experiment has directly compared all 4 measures in the same study. The current study compared the relative validity of VAS, NRS, VRS, and FPS-R for detecting differences in painful stimulus intensity and differences between men and women in response to experimentally induced pain. One hundred twenty-seven subjects underwent four 20-second cold pressor trials with temperature order counterbalanced across 1°C, 3°C, 5°C, and 7°C and rated pain intensity using all 4 scales. Results showed statistically significant differences in pain intensity between temperatures for each scale, with lower temperatures resulting in higher pain intensity. The order of responsivity was as follows: NRS, VAS, VRS, and FPS-R. However, there were relatively small differences in the responsivity between scales. A statistically significant sex main effect was also found for the NRS, VRS, and FPS-R. The findings are consistent with previous studies supporting the validity of each scale. The most support emerged for the NRS as being both (1) most responsive and (2) able to detect sex differences in pain intensity. The results also provide support for the validity of the scales for use in Portuguese samples.