Background: Research indicates that ex- and current smokers report increased levels of bodily pain compared with never smokers. This could be secondary to smoking-related disease or psychological characteristics of smokers, or it could be a neurological or vascular effect of a period of regular smoking. Aims: We compared self-reported levels of bodily pain in daily, never daily and former daily smokers stratified by age group and adjusting for a wider range of covariates than has been undertaken to-date, including health status, neuroticism, anxiety and depression. Method: 223,537 UK respondents aged 16+ years were surveyed between 2009 and 2013 in the British Broadcasting Corporation (BBC) Lab UK Study. Respondents provided information on bodily pain, smoking status and a range of sociodemographic, health, behavioural and psychological characteristics. Results: After adjusting for all covariates, in 16-34-year-olds, reported levels of bodily pain in former daily smokers (Badj = 0.72, 95% CI = 0.30, 1.15, p < .001) and daily smokers (Badj = 0.50, 95% CI = 0.18, 0.82, p < .01) were higher than in never daily smokers. Reported levels of bodily pain were also higher in former daily smokers than in never daily smokers in those aged 35–64 (Badj = 1.04, 95% CI = 0.69, 1.38, p < .001) and 65 + years (Badj = 1.65, 95% CI = 0.07, 3.24, p < .05). Conclusions: After adjusting for key characteristics, former daily smokers reported higher levels of bodily pain compared with never daily smokers at all ages. This raises the possibility that a period of smoking may have lasting effects on pain experiences.