A premature birth can cause lasting impairment to the child's sensory powers, research suggests.
A British study of 43 11-year-old children who had been born 14 weeks early found their ability to sense temperature was compromised.
Prematurity may also affect pain perception, the journal Pain reports.
The University College London investigators say the nervous system is particularly vulnerable to changes at the very early stages of development.
Premature babies in intensive care are exposed to repeated painful procedures, like blood tests, which may trigger the changes, they say.
The findings are important as increasingly more babies are being born prematurely around the world.
Experts already know that babies born very early are at an increased risk of disability and illness throughout childhood and later life.
The EPICure study has been tracking children who were born before 26 weeks in 1995.
The latest findings show these children are less sensitive to hot and cold.
This was most marked in those who had also undergone a surgical operation as a baby, suggesting that the severity of trauma in early life influences the degree of sensory impairment.
As the same nerve fibres transmit temperature and pain, these children might also be less sensitive to pain, said the researchers.
Although the impairment did not appear to impact on the children's daily lives, it might change the way they experience the world, they say.
Researcher Professor Neil Marlow said: "We all learn as we grow up by trial and experience. Perhaps it will be harder for these children to learn what a moderately serious injury is like if they cannot feel pain in the same way."
He said it was important for doctors to understand not only how interventions at the earliest stages of development may affect the body's sensory functions in later life, but also how to minimise exposure to painful stimuli.
"Many of us are beginning to realise that we have to look at quality of life as well as saving lives and avoiding unnecessary painful experiences for these very young babies."
A spokeswoman for special care baby charity Bliss said: "We welcome any research that helps us understand the short- and long-term consequences of premature birth.
"With the rate of premature birth rising and more babies surviving, any research that helps clinicians and parents minimise the pain that premature babies experience as a consequence of their treatment is positive."