The thermal grill, in which innocuous warm and cool stimuli are interlaced, can produce a paradoxical burning pain sensation--the thermal grill illusion (TGI). While the mechanisms underlying TGI remain unclear, prominent theories point to spinal dorsal horn integration of innocuous thermal inputs to elicit pain. It remains unknown whether the TGI activates peripheral nociceptors, or solely thermosensitive afferents and is integrated within the spinal cord. Different types of sensitization have established mechanisms and can inform TGI mechanisms: if the TGI elicits (1) primary hyperalgesia, peripheral nociceptors are activated; (2) secondary hyperalgesia in the absence of primary hyperalgesia, spinal integration is required; and (3) brush allodynia, wide-dynamic range neurons are involved in mediating the TGI. Here, we determine whether the TGI elicits primary hyperalgesia, secondary hyperalgesia or brush allodynia. Fifty-two participants underwent individually calibrated phasic thermal grill stimulation. We found that the TGI elicited primary hyperalgesia, but only in participants with component temperatures in the noxious range (<19 {degrees}C and >41 {degrees}C). The TGI also elicited secondary hyperalgesia, even in participants with strictly innocuous thermal inputs. No participants developed brush allodynia. We observed sex differences in primary hyperalgesia: only males exhibited thermal grill-induced primary hyperalgesia. These findings suggest that the TGI is integrated in the spinal dorsal horn, likely mediated by heat-pinch-cold (HPC) neurons, and, to some degree, by primary nociceptive afferents in males. This study shows that the TGI may have sex-dependent mechanisms and determines that HPC cells are involved in the illusory sensation of pain from innocuous thermal inputs.