Psychological stress may indeed lead to physical pain according to a new study published in the Proceedings of the National Academy of Sciences.

The researchers found that the symptoms in common cold were not developed due to a virus but instead was the effect of instead a side effect of the inflammatory response that is triggered as part of the body's effort to fight infection.
“When under stress, cells of the immune system are unable to respond to hormonal control, and consequently, produce levels of inflammation that promote disease. Because inflammation plays a role in many diseases such as cardiovascular, asthma and autoimmune disorders, this model suggests why stress impacts them as well”, lead researcher Professor Sheldon Cohen said.
Source-Medindia