Does an injection from a female doctor hurt more?

Probably. If we extrapolate from a recent paper in Nature Methods (doi:10.1038/nmeth.2935).

• Jeffrey S Mogil's pain research lab was initially flummoxed by the results of their experiments: they could not get consistent results when testing pain behaviour in rodents. First they thought that it was because of the experimenters' presence that changed the behaviour of the rodents. Even human cutouts produced a change in the exhibition of pain. But that did not explain the results. When the male experimenter injected pain producing chemicals into the foot pads of the rodents they demonstrated less pain. Is it some smell that they were responding to? Scientists tested again in the presence of T-shirts worn by male and female researchers. And reconfirmed the results using smells of male and female rodents. The male smell did reduce the pain behaviour! 
• • Don't be too hasty to take the sweat shirts of male athletes to surgical aftercare yet. It is only the behaviour that the scientists could observe. Not the pain that is felt. 
  • • • Perhaps the rodents are showing less pain in the presence of male because display of pain would be construed as a weakness. Perhaps there could be evolutionary pressures to display less pain in the presence of males, though the pain actually felt is the same.