While you may find pimples annoying or unsightly, most of them aren't painful -- unless you've picked or scratched. Painful pimples are most likely the result of cystic acne -- hard, clogged sebaceous (oil) glands. These pimples are often filled with pus and inflamed deep under the skin, causing irritation and soreness.
Wash your face with a mild cleanser and lukewarm water up to twice a day. Scrubbing, picking or squeezing acne to release pus and relieve pressure will only make pain worse and may lead to permanent scarring. A topical, over-the-counter cream or gel with benzoyl peroxide or salicylic acid, applied according to the product's directions, can help dry up some of the trapped oil, ease the pressure in the cyst and relieve pain. If your skin is dry, pat on a light, oil-free moisturizer.
Deep, painful acne often requires intervention from a licensed dermatologist, who can determine your type of acne and the best course of treatment. Your dermatologist may recommended topical prescription creams or oral treatment, which should be monitored over several weeks or months to determine if it is working for your skin.