Pimples hurt because they are red, swollen and inflamed. According to Lipstick from Glamour.com, inflamed pimples are often located near minor facial nerve endings, which can cause a great deal of pain. Additionally, more inflammation equals greater pain; this is why large, swollen pimples often hurt more than smaller ones.
Blemishes that often become inflamed include papules, pustules, nodules and cysts, according to Mayo Clinic. These are all types of lesions associated with acne, and they are all closed or covered with skin. Open blemishes, called blackheads or comedones, are generally not as painful as closed blemishes since they are considered noninflammatory lesions.