A local anesthetic is injected to numb the extraction and graft sites. You might feel a slight pinch and some discomfort during the initial administration of the local anesthetic. However, once it takes effect, you should not experience any pain throughout the rest of the hair transplant procedure.  The period of discomfort lasts less than 5 minutes for most.
In the days following the hair transplant procedure, it is normal to experience some soreness in the treated areas. However, this discomfort is typically temporary. Most easily manage discomfort with Tylenol.