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A study published in the Journal of the American Society of Anesthesiologists says men and women with red hair have increased sensitivity to thermal pain. This means they feel physical discomfort (or agony) a little bit differently than people with other hair colors. Red hair is the phenotype for mutations of the melanocortin 1 receptor, causing pain sensitivity. Research has also shown that redheads are more sensitive to cold, are less responsive to certain anesthetics, and are more likely to be scared of dentists.