The aim of this study was to investigate the differences in cold pain threshold (CTh), pressure pain threshold (PPT), cold pain tolerance (CPTo) tests, and the level of self-efficacy when self-efficacy for diagnostic sensory testing was manipulated by verbal persuasion before a testing situation in persons with neck pain and in healthy controls. A randomized experimental design was used. Twenty-one healthy volunteers and 22 individuals with either traumatic or nontraumatic chronic neck pain were recruited to participate in the study. The intervention consisted of two experimental verbal persuasion conditions: Increase self-efficacy and Decrease self-efficacy. The PPT was measured using a pressure algometer, the CTh was measured using a thermo test system, and CPTo was measured by submerging the participant’s hand in ice water up to the elbow joint. On three occasions, the participants reported their self-efficacy level in performing the sensory tests. In the chronic neck pain group, there were no differences in pain threshold or tolerance. There was a difference in the self-efficacy level after verbal persuasion between the experimental conditions. In the healthy control group, the CThs increased following the condition that aimed to increase self-efficacy. No other differences were observed in the healthy controls. A short verbal persuasion in the form of manipulative instructions seems to have a marginal effect on the individual’s self-efficacy levels in the chronic neck pain group and a slight influence on the results of sensory testing in healthy controls.