Aim: To evaluate the ability of SC indexes in discriminating acute responses to different heel prick procedures. Methods: Observational cohort study of a systematic, convenience sample of neonates with clinical indication of capillary blood sampling by heel prick, either for glycaemia or for blood gas analysis. The Neonatal Infant Pain Scale (NIPS) was used to confirm the painful nature of the stimuli. NIPS assessment and SC measurement (Med-Storm Pain Monitor^™) were simultaneously performed by two independent observers before, during and after blood sampling. Results: Sixty-eight heel prick procedures (46 for glycaemia and 22 for blood gas analysis) were applied to 16 infants. Both NIPS scores and SC peaks/s index were significantly higher during blood sampling than before or thereafter (Wilcoxon Signed Ranks, p < 0.001). There was no significant difference in NIPS score and SC peaks/s between the different heel prick procedures. Significantly higher SC area under low peaks index (Mann–Whitney, p = 0.001) and lower SC average rise time index (Mann–Whitney, p = 0.037) were registered when blood was drawn for blood gas analysis than for glycaemia, related to a sustained acute nociceptive response to a more prolonged stimulus. Conclusion: Using the conjunction of available SC indices, SC seems able to differentiate the nociceptive response to acute pain of different durations.