Pain is defined as an unpleasant sensory and emotional experience associated with actual or potential tissue damage, but emotional states are difficult to directly assess in animals. Researchers have assessed pain using behavioural and physiological measures, but these approaches are limited to understanding the arousal rather than valence of the emotional experience. Cognitive bias tasks show that depressed humans judge ambiguous events negatively and this technique has been applied to assess emotional states in animals. However, limited research has examined how pain states affect cognitive processes in animals. Here we present the first evidence of cognitive bias in response to pain in any non-human species. In two experiments, dairy calves (n = 17) were trained to respond differentially to red and white video screens and then tested with unreinforced ambiguous colours in two or three test sessions before and two sessions after the routine practice of hot-iron disbudding. After disbudding calves were more likely to judge ambiguous colours as negative. This 'pessimistic' bias indicates that post-operative pain following hot-iron disbudding results in a negative change in emotional state.