But the body has a natural way of bringing blood pressure back down.
Pressure sensors on blood vessels in the lungs sent signals to the brain, telling it to reduce the pressure.
These signals cause the brain to dampen the nervous system, making the person less sensitive to pain.
This could explain why people with higher blood pressures also have higher pain thresholds.
Dr Gustavo Reyes del Paso, of the University of Jaén, Spain, wanted to find out if holding in breath - a natural way of raising blood pressure - might make someone less sensitive to pain.
He squashed the fingernails of 38 people for five seconds while they held their breath.
Then, he repeated the test while the volunteers breathed slowly.
He found both techniques distracted the volunteers from their pain, but they reported it hurt less when they held their breath than when they breathed slowly.
On a scale of one to ten, the pain experienced by volunteers fell by half a point from 5.5 to 5 when they held their breath.
Dr Reyes del Paso believes holding the breath might be a natural response if a person is expecting to be hurt.
However, he said it won't work for an unexpected injury, such as standing on a pin or stubbing a toe.
For the effect to work, the person has to start holding the breath before the pain kicks in, which is why it would work for people anticipating the sting of an injection.
However, some experts were critical of the findings.
"It may be possible to coach people in acute pain - such as during childbirth - to control their pain by breath-holding," Dr Richard Chapman at the University of Utah told New Scientist.
Holding the breath can also make a person tense their muscles, which might make some painful conditions worse, he added.
And Dr Anne Murphy, of Georgia State University, said the reduction in pain was quite small.
"The effect might be significant but I'd want it to be bigger for clinical use."
The findings were published in the journal Pain Medicine.
- Daily Mail