Although the thalamus is an important module in “pain networks,” there are few studies of the effect of experimental pain upon thalamic oscillations. We have now examined the hypothesis that, during a series of painful cutaneous laser stimuli, thalamic signals will show stimulus-related gamma-band spectral activity, which is modulated by attention to vs. distraction from the painful stimulus. When the series of laser stimuli was presented, attention was focused by counting the laser stimuli (count laser task), while distraction was produced by counting backward (count back plus laser task). We have studied the effect of a cutaneous laser on thalamic local field potentials and EEG activity during awake procedures (deep brain stimulation implants) for the treatment of essential tremor. At different delays after the stimulus, three low gamma- (30–50 Hz) and two high gamma-band (70–90 Hz) activations were observed during the two tasks. Greater high-gamma activation was found during the count laser task for the earlier window, while greater high-gamma activation was found during the count back plus laser task for the later window. Thalamic signals were coherent with EEG signals in the beta band, which indicated significant synchrony. Thalamic cross-frequency coupling analysis indicated that the phase of the lower frequency activity (theta to beta) modulated the amplitude of the higher frequency activity (low and high gamma) more strongly during the count laser task than during the count back plus laser task. This modulation might result in multiplexed signals each encoding a different aspect of pain.