Usually, in medical trials, the participants aren't told whether they have been given a placebo or the actual drug. So when we are told beforehand that we are being given a placebo, we need to have four sessions before it starts to have an effect. Apparently, we need time to be 'conditioned' into believing the placebo is working, say researchers from the University of Colorado at Boulder.
But once we've had the four sessions, pain relief starts to kick in. It doesn't work, however, after just one session if we've been told it's a placebo.
The researchers reckon placebo can work if we have the belief in the power of the treatment and we have experiences that are consistent with those beliefs; when that happens, the brain can respond as if it were a 'real event', even when we know we're taking a placebo.
For the experiment, the researchers put a heating element onto the forearm of a group of participants; the hot area was then 'treated' with a cooling gel that was, in fact, some Vaseline with a blue colorant added.
(Source: Journal of Pain, 2015; 16: 412)