This study investigated for the first time the effects of individual and combined application of 3 learning techniques (verbal suggestions, classical conditioning, and observational learning) on placebo analgesia and extinction. Healthy participants (N = 206) were assigned to 8 different groups in which they were taught through either a verbal suggestion, a conditioning paradigm, a video observing someone, or any combination thereof that a placebo device (inactive transcutaneous electric nerve stimulation [TENS]) was capable of alleviating heat pain, whereas one group did not (control). Placebo analgesia was quantified as the within-group difference in experienced pain when the placebo device was (sham) ‘activated’ or ‘inactivated’ during equal pain stimuli, and compared between groups. Placebo analgesia was induced in groups with 2 or 3 learning techniques. Significantly stronger placebo analgesia was induced in the combination of all 3 learning techniques as compared to the individual learning techniques or control condition, underlining the additional contribution of 3 combined techniques. Extinction did not differ between groups. Furthermore, pain expectancies, but not state anxiety or trust, mediated placebo analgesia. Our findings emphasize the added value of combining 3 learning techniques to optimally shape expectancies that lead to placebo analgesia, which can be used in experimental and clinical settings. Perspective: This unique experimental study compared the individual versus combined effects of 3 important ways of learning (verbal suggestions, classical conditioning, and observational learning) on expectation-based pain relief. The findings indicate that placebo effects occurring in clinical practice could be optimally strengthened if healthcare providers apply these techniques in combination.