And, as it turns out, that is quite literally true: Harvard researchers Kurt Gray and Daniel Wegner recently found that we experience greater pain when we perceive it to be deliberately inflicted, rather than by accident.
In their clever experiment, they had volunteers perform a variety of tasks, including an assessment of discomfort. This involved receiving electric shocks and then rating them on a 1 to 7 scale. When participants thought their "study partner" (who was actually a research accomplice) had selected the task for them to complete, they rated their perceived pain as higher (Mean ratings = 3.62) than when they were told the selection was computer-generated the pain was lower (Mean ratings = 3.00).
What's more, deliberate pain was not just more acute, it also lasted longer: whereas participants rated the unintentional shocks less and less unpleasant as the experiment progressed, the intentional shocks remained just as painful.