Women Feel Pain More Intensely Than Men: Scientific American

"...But the study was large, and the findings are backed up by previous work, Fillingim said.
"I think the most [simple] explanation is that women are indeed experiencing higher levels of pain than men," Fillingim said.
The reason for this is not known, Fillingim said. Past research suggests a number of factors contribute to perceptions of pain level, including hormones, genetics and psychological factors, which may vary between men and women, Fillingim said. It's also possible the pain systems work differently in men and women, or women experience more severe forms of disease than men, he said."