Yes, their bite is quite painful. It's not so much that they bite hard, but tthat they, as in the case of a number of other bugs, inject a bit of fluid that is used to dissolve the tissue of their prey. It's very painful if one of them injects some of this fluid under the skin. That happened to me a couple of years ago and it left a swollen bite that lasted about 6 weeks. It hurt quite a lot for the first couple of hours after I was bitten.