The study of aversive Pavlovian conditioning in children can contribute to our understanding of how fears are acquired and extinguished during development. However, methodological issues hamper further research because of ethical and procedural concerns regarding the use of traditional aversive unconditional stimuli (USs) and no established method to measure trial-by-trial changes in the child's expectancy of the US. The present experiment used geometric shape conditional stimuli (CSs) and an unpleasant sound US with 8- to 11-year-old children. Reliable acquisition and extinction were observed with first, second, and third interval skin conductance responses, on-line expectancy judgments, and post-conditioning subjective ratings of pleasantness and arousal. The experiment confirms the novel use of an unpleasant sound of metal scraping on slate as a US in aversive conditioning with children. The methods have the potential to facilitate the ethical conduct of aversive conditioning research in children using psychophysiological, affective, and self-report expectancy measures.