Little is known regarding how cognitive strategies help to modulate neural responses of the human brain in ongoing pain syndromes to alleviate pain. Under pathological pain conditions, any self-elicited contact with usually non-painful stimuli may become painful. We examined whether the human brain is capable of dissociating self-controlled from externally administered thermal hyperalgesia in the experimental capsaicin model. Using functional magnetic resonance imaging, 17 male subjects were investigated in a parametric design with heat stimuli at topically capsaicin-sensitized skin. In contrast to external stimulation, self-administered pain was controllable. For both conditions application trials without noticeable thermal stimulation were introduced and used as high-level baseline (HLB) to account for the capsaicin-induced ongoing pain and other covariables. Following subtraction of the HLB, the anterior insula and the anterior cingulate cortex (ACC) but not the somatosensory cortices maintained parametric neural responses to thermal hyperalgesia. A stronger pain-related activity increase during self-administered stimuli was observed in the posterior insula. In contrast, prefrontal cortex showed stronger increases to uncontrollable external heat stimuli. In the state of ongoing pain (capsaicin), pain-intensity-encoding regions (anterior insula, ACC) but not those with sensory discriminative functions (SI, SII) showed graded, pain-intensity-related neural responses in thermal hyperalgesia. Some areas were able to dissociate between self- and externally administered stimuli in thermal hyperalgesia, which might be related to differences in perceived controllability. Thus, neural mechanisms maintain the ability to dissociate external from self-generated states of injury in thermal hyperalgesia. This may help to understand how cognitive strategies potentially alleviate chronic pain syndromes.