People with stigmatized characteristics tend to be devalued by others in a given society. The negative experiences related to stigma cause individuals to struggle as they would if they were in physical pain and bring various negative outcomes in the way that physical pain does. However, it is unclear whether stigma related to one's identity would affect their perception of physical pain. To address this issue, using sexism-related paradigms, we found that females had reduced pain threshold/tolerance in the Cold Pressor Test (Experiment 1) and an increased rating for nociceptive laser stimuli with fixed intensity (Experiment 2). Additionally, we observed that there was a larger laser-evoked N1, an early laser-evoked P2, and a larger magnitude of low-frequency component in laser-evoked potentials (LEPs) in the stigma condition than in the control condition (Experiment 3). Our study provides behavioral and electrophysiological evidence that sexism-related stigma affects the pain perception of females.