Humans and other animals value information that reduces uncertainty or leads to pleasurable anticipation, even if it cannot be used to gain tangible rewards or change outcomes. In exchange, they are willing to incur significant costs, sacrifice rewards or invest effort. We investigated whether human participants were also willing to endure pain—a highly salient and aversive cost—to obtain such information. Forty participants performed a computer-based task. On each trial, they observed a coin flip, with each side associated with different monetary rewards of varying magnitude. Participants could choose to endure a painful stimulus (low, moderate or high pain) to learn the outcome of the coin flip immediately. Importantly, regardless of their choice, winnings were always earned, rendering this information non-instrumental. Results showed that agents were willing to endure pain in exchange for information, with a lower likelihood of doing so as pain levels increased. Both higher average rewards and a larger variance between the two possible rewards independently increased the willingness to accept pain. Our results show that the intrinsic value of escaping uncertainty through non-instrumental information is sufficient to offset pain experiences, suggesting a shared mechanism through which these can be directly compared.