Mental pain/dukkha doesn’t arise in one who has reached Nibbāna, but physical pain still can.
Bhikkhus, when the uninstructed worldling is being contacted by a painful feeling, he sorrows, grieves, and laments; he weeps beating his breast and becomes distraught. He feels two feelings—a bodily one and a mental one. Suppose they were to strike a man with a dart, and then they would strike him immediately afterwards with a second dart, so that the man would feel a feeling caused by two darts. So too, when the uninstructed worldling is being contacted by a painful feeling … he feels two feelings—a bodily one and a mental one.
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Bhikkhus, when the instructed noble disciple is contacted by a painful feeling, he does not sorrow, grieve, or lament; he does not weep beating his breast and become distraught. He feels one feeling—a bodily one, not a mental one. Suppose they were to strike a man with a dart, but they would not strike him immediately afterwards with a second dart, so that the man would feel a feeling caused by one dart only. So too, when the instructed noble disciple is contacted by a painful feeling … he feels one feeling—a bodily one, not a mental one.
— SN 36.6