That was in PEANUTS, BTW. As I recall it, Lucy is fearful of getting a shot, and when Charlie Brown asks her, “You aren’t afraid of a little pain are you?” she replies, “Of course I am, pain hurts.”
My favorite Peanuts bit:
Linus — You know how it is, Charlie. You win some, you lose some.
Charlie Brown — Sigh. Wouldn’t it be nice?