Previous studies have identified several brain regions involved in the sympathetic response and its integration with pain, cognition, emotions and memory processes. However, little is known about how such regions dynamically interact during a sympathetic activation task. In this study, we analyzed EEG activity and effective connectivity during a cold pressor test (CPT). A source localization analysis identified a network of common active sources including the right precuneus (r-PCu), right and left precentral gyri (r-PCG, l-PCG), left premotor cortex (l-PMC) and left anterior cingulate cortex (l-ACC). We comprehensively analyzed the network dynamics by estimating power variation and causal interactions among the network regions through the direct directed transfer function (dDTF). A connectivity pattern dominated by interactions in [Formula: see text] (8-12) Hz band was observed in the resting state, with r-PCu acting as the main hub of information flow. After the CPT onset, we observed an abrupt suppression of such [Formula: see text]-band interactions, followed by a partial recovery towards the end of the task. On the other hand, an increase of [Formula: see text]-band (1-4) Hz interactions characterized the first part of CPT task. These results provide novel information on the brain dynamics induced by sympathetic stimuli. Our findings suggest that the observed suppression of [Formula: see text] and rise of [Formula: see text] dynamical interactions could reflect non-pain-specific arousal and attention-related response linked to stimulus' salience.