Chronic pain is a serious clinical issue in humans. It seems clear that the problems of chronic pain patients derive not only from the experience of pain itself, but also from the anticipation of further pain at some point in the future. For many years, animal studies offered the only way to identify the brain structures and neurochemicals that underpin anticipatory fear or anxiety. Jeffrey Gray was a pioneering figure in studying the neuropsychology of anxiety, who focussed particularly on the functions of the septo-hippocampal system. I will show how current conceptions of hippocampal function can incorporate both his views and what are usually represented as competing views of hippocampal function which place it at the heart of an episodic memory system. I will then go on to show how it has proved possible to apply findings from studies of animal learning to design a new functional imaging paradigm identifying the separate brain structures involved in the experience and the anticipation of pain in humans. This paradigm has enabled us to visualise the separate brain circuits underlying the experience of pain and the anticipation of pain. Treatment with anxiolytic drugs reduces activation in the anticipatory circuit, but leaves activity in the experiential circuit unchanged. Inducing an expectation that an impending stimulus may be particularly painful enhances perceived pain intensities, through a circuitry than differs from that recruited when painful stimulus intensities themselves are increased. These kinds of studies may provide new ways to develop and evaluate treatments, whether pharmacological or psychological, that are intended to ameliorate the problems of chronic pain sufferers.