Research supports the fact there is a gender difference in the way pain systems function. Studies have found that there is a higher density of nerves in women that may cause a greater sensitivity to pain. The pain itself may be at a similar level but the perception of pain is different, with women perceiving more pain than men for similar stimuli. 
A fascinating study on pain and sex hormones looked at a unique study group – individuals undergoing sex-change procedures. One research trial showed that 30% of men who started taking female hormones began experiencing chronic pain during their treatment. When women started taking testosterone as part of their sex-change transition, more than half reported a reduction in their chronic pain.  The underlying processes around how sex hormones impact pain tolerance are poorly understood at the moment. Researchers propose that testosterone somehow reduces or blocks the pain signaling pathways in the central nervous system. Conversely, estrogen reverses this and stops any blockage of pain signals so pain sensitivity appears to increase.