Real-time functional magnetic resonance imaging (rt-fMRI) neurofeedback is used as a tool to gain voluntary control of activity in various brain regions. Little emphasis has been put on the influence of cognitive and personality traits on neurofeedback efficacy and baseline activity. Here, we assessed the effect of individual pain coping on rt-fMRI neurofeedback during heat-induced pain. Twenty-eight healthy subjects completed the Coping Strategies Questionnaire (CSQ) prior to scanning. The first part of the fMRI experiment identified target regions using painful heat stimulation. Then, subjects were asked to down-regulate the pain target brain region during four neurofeedback runs with painful heat stimulation. Functional MRI analysis included correlation analysis between fMRI activation and pain ratings as well as CSQ ratings. At the behavioral level, the active pain coping (first principal component of CSQ) was correlated with pain ratings during neurofeedback. Concerning neuroimaging, pain sensitive regions were negatively correlated with pain coping. During neurofeedback, the pain coping was positively correlated with activation in the anterior cingulate cortex, prefrontal cortex, hippocampus and visual cortex. Thermode temperature was negatively correlated with anterior insula and dorsolateral prefrontal cortex activation. In conclusion, self-reported pain coping mechanisms and pain sensitivity are a source of variance during rt-fMRI neurofeedback possibly explaining variations in regulation success. In particular, active coping seems to be associated with successful pain regulation.