An ill-fitting bra can definitely cause breast pain, specifically a bra that's too tight. Some women find underwire bras to be more uncomfortable and prefer a wireless bra when working out, but it really depends on the brand and quality of your bra. When in doubt, stick to your true bra size, or get measured to find your cup and band size and get into the right size cup bra that comfortably lifts and supports without squishing.