Hmmm, no. Generally what happens is that as you recall something that hurt, your brain remembers its responses to that hurt. The physical stimulus/response is dealt with by the PNS, not involving the brain, so the brain doesn't remember the physical side, just the more complicated reactions that arose in the pain centre of the brain. As the brain recalls that response, the response acts as a stimulus itself, triggering further response, all within the privacy of your own head.
The initial "problem" existed. The "mental pain" comes about from the brain remembering what it did when you think about the initial "problem".