Needle injections are used daily by millions of people around the world for the administration of various drugs (e.g., insulin), venepuncture, and some neurophysiological procedures. The aim of this paper was to study the influence of the outer needle diameter on the pain evoked by controlled needle insertion. An automated needle injection system was used to perform a series of insertions where velocity, angle of insertion, and depth of injection were controlled. The frequency of pain following needle insertions (23G, 27G, 30G, 32G) was recorded together with the pain intensity (measured using the visual analogue scale--VAS) and the occurrence of bleeding. The outer needle diameter was positively and significantly correlated to the frequency of the insertion pain; for example, 63% of insertions with 23G needles caused pain, 53% of insertions with 27G and 31% of insertions with the thinnest (32G) needle (p < 0.0001) caused pain. The thickest needle caused most insertions associated with bleeding. Bleeding insertions were approximately 1.3 times more painful (as indicated by VAS scores) than insertions without concomitant bleedings (p = 0.004). By decreasing the outer diameter of a needle, the frequency of insertion pain can be reduced and may encourage patients to adhere to demanding injection regimens such as recurrent insulin administration.