A person may describe eye pain as throbbing, stabbing, burning, sharp, dull or gritty pain. He may complain that he has a feeling of "something in the eye". Sometimes, people are not able to locate or find out the exact source of the pain. They may find it difficult to define; whether it is the pain in the eye or headache or sinus pain. Eyeball pain can be either ocular pain or orbital pain. Many times, eye pain and headache go hand in hand.