Preterm infants show a higher incidence of cognitive, social, and behavioral problems, even in the absence of major medical complications during their stay in the neonatal intensive care unit (NICU). Several authors suggest that early-life experience of stress and procedural pain could impact cerebral development and maturation resulting in an altered development of cognition, behavior, or motor patterns in later life. However, it remains very difficult to assess this impact of procedural pain on physiological development. This study describes the maturation of EEG signals and heart rate variability in a prospective cohort of 92 preterm infants (<34 weeks gestational age) during their NICU stay. We took into account the number of noxious, ie, skin-breaking, procedures they were subjected in the first 5 days of life, which corresponded to a median age of 31 weeks and 4 days. Using physiological signal modelling, this study shows that a high exposure to early procedural pain, measured as skin-breaking procedures, increased the level of discontinuity in both EEG and heart rate variability in preterm infants. These findings have also been confirmed in a subset of the most vulnerable preterm infants with a gestational age lower than 29 weeks. We conclude that a high level of early pain exposure in the NICU increases the level of functional dysmaturity, which can ultimately impact preterm infants' future developmental outcome.