Acupuncture, when done properly, is not particularly painful. The needles are very thin. As the Mayo Clinic's website says
Acupuncture needles are very thin, so insertion usually causes very little discomfort.
There are generally 5 to 20 needles inserted during a treatment and they are left in for up to half an hour.
Think of it this way -- you can take having a much larger needle stuck in much further and left there when you give blood or have an IV. Acupuncture does not hurt as much as that.
It is good to know that needles are slightly thicker than the hair (usually, the diameter of the needles used is of 0,20-0.25 mm ). Puncturing acupuncture points is very fine. When the needle reaches the acupuncture point, the sensations can vary from a feeling of electric impulse to the local heat or local swelling, say specialists in acupuncture. Also, after puncturing, the patient feels a state of deep relaxation.