Insects feel persistent pain after injury, evidence suggests. Scientists have known insects experience something like pain, but new research provides compelling evidence suggesting that insects also experience chronic pain that lasts long after an initial injury has healed. Source 6b.
This is really interesting but also really disturbing. They had us do live insect dissections in college and assured us that the insects did not feel pain because they lack free nerve endings. It sat wrong at the time. Now it seems horrible.
Insects have a central nervous system, although it is much simpler than ours and other larger animals. In addition, they also have sensory organs that react to pain, so yes, they are capable of feeling it, although it is not yet known exactly in what way or with what intensity.
Interesting for the development, I also though insect don't feel pain (Excluding slug or snail type), considering many disturbing way insect behave, especially in their breeding, such as eating male mantis head and the puncture or so called traumatic insemination of bug bed, but turns out I was wrong on that and now it only increase my disturbance for insect.