All physical training hurts if you are doing it hard enough for it to do you any good. It is all a question of how much it hurts. On the whole, Jitsu is not really painful. You may get some bruises while you are mastering the basic stuff but that is best regarded as a learning experience. We also do a lot of joint-locks and restraints which involve pain but you will only suffer enough to understand what you are doing.
Some people are worried about being hit and hurt.
They should remember that the whole point of Jitsu is to learn now to not get hit. So the best answer is to say that you will never be deliberately hurt more than you can stand and you should never be accidentally hurt if you listen and pay attention. My own personal opinion is that pain is simply not an issue. Jitsu only hurts when you do it wrong. My years of Jitsu training have been an overwhelmingly positive experience.