Yes, breasts hurt at 4 weeks pregnant this is due to increase of hormones, progesterone in your bod. Breast pain is a common the first symptom of 4th week pregnancy. And also some women have breast tenderness at 4 weeks pregnant and may be as soon as a few days after conception. Your breasts may feel sore, sensitive, or tender to the touch. You breast size became bigger and nipple also turns to dark color.