Objectives: To compare the pain scores between the two groups, breast milk (BM) and 24% sucrose, in preterm neonates undergoing automated heel lance for the blood draw. Methods: The study is designed as a randomized, single-blinded, non-inferiority trial. Infants born between 30 1/7weeks and 36 6/7 weeks of gestation were randomly assigned to receive either 24% sucrose or expressed BM. The Premature Infant Pain Profile—Revised (PIPP-R) was utilized to provide pain scores. Results: No differences were noted in the baseline characteristics between the two groups. The quantile regression estimates for PIPP-R scores during the procedure were statistically non-significant at all percentile levels of distribution (50%ile coefficient 0, 95% CI −0.49 to 0.49). Conclusion: We conclude that BM is not inferior to 24% sucrose in providing analgesia during heel lance in moderate and late preterm infants. Trial registration: This trial was registered at www.clinicaltrials.gov (identifier NCT04898881).