Pain during masturbation is often due to friction from vigorous activity, lack of lubrication, or minor skin irritation or inflammation. In some cases, it may be caused by a skin or urinary tract infection, or other conditions affecting penile tissues. You should reduce the intensity, use lubrication, and allow time for healing. See a doctor if the pain persists, is severe, or is associated with swelling, redness, discharge, or difficulty passing urine.