Next one: does anal sex hurt ? Yes, it does. It hurts a lot. The only time girls do anal sex is when they really, really, really, really like a guy. What was your first time with anal sex like? My first time with anal sex was really painful. I will say a lot of lube really helped, and it was enjoyable after the first two minutes, but even then, it was a different kind of enjoyable than I could ever describe. I was sweating. My body was shaking.