Yes, but as they are so fine, the sensation is not the same as sticking a pin in your finger or having an injection.
When my acupunturist inserted the 'final' needle in the system, I felt a sort of *bang* in my upper back teeth !! Not painful, just a distinct, quick as a flash sensation. I remarked on this to her, and she laughed and said it is not unusual to get some sort of response in a part of the body completely unrelated to the traetment area......
The session lasted about 10 minutes..........she came back to twiddle the needles about 5 minutes in...........and that's it !
I was seriously considering have the sites for the needles tattooed (just a very small dot) and then no matter where I went, if I got an attack of pain, I could seek out an acupuncturist and get them to stick the needles in 'where indicated'.............:o)