Our Gemara on amud beis discusses a difference in how capital punishment is meted out to a man versus a woman. A man is completely naked while the woman is clothed. Although our Gemara offers a proof text for this, in reality it is based on a logical analysis, as per Gemara Sanhedrin (45a and Tosafos 45a.) The reasoning is as follows, though being stoned while naked will hasten death, because the impact will be more lethal, the woman still wears clothes because the emotional pain of humiliation is worse than the physical pain of a prolonged death process. (Even though the man is also naked, apparently his humiliation of nakedness is less emotionally painful.)
We see from this ruling that emotional pain is worse than physical pain. This is also similar to that which was stated in Gemara Bava Metzi’a (58b), although admittedly not precisely corresponding:
א"ר יוחנן משום ר"ש בן יוחאי גדול אונאת דברים מאונאת ממון שזה נאמר בו (ויקרא כה, יז) ויראת מאלהיך וזה לא נאמר בו ויראת מאלהיך ור' אלעזר אומר זה בגופו וזה בממונו רבי שמואל בר נחמני אמר זה ניתן להישבון וזה לא ניתן להישבון
Rabbi Yoḥanan says in the name of Rabbi Shimon ben Yoḥai: Greater is the transgression of verbal mistreatment than the transgression of monetary exploitation, as with regard to this, verbal mistreatment, it is stated: “And you shall fear your God.” But with regard to that, monetary exploitation, it is not stated: “And you shall fear your God.” And Rabbi Elazar said this explanation: This, verbal mistreatment, affects one’s body; but that, monetary exploitation, affects one’s money. Rabbi Shmuel bar Naḥmani says: This, monetary exploitation, is given to restitution; but that, verbal mistreatment, is not given to restitution.
Modern neuroscience has demonstrated the extent of emotional pain and how it is processed in the brain. According researcher Linda Hartling, (“Humiliation: Real Pain, A Pathway to Violence” http://www.cchla.ufpb.br/rbse/HartleyArt.pdf ):
Recent research on social pain—“the distressing experience arising from the perception of psychological distance from close others or from the social group” (Eisenberger & Lieberman, in press, p. 6)—may help to explain both the acuteness and the enduring nature of humiliating experiences. Most of us would agree that humiliation provokes social pain. Eisenberg and Lieberman reviewed studies of animal and human behavior and conducted neuropsychological and neuroimaging research, to formulate a theory about how the brain processes social pain— and, presumably, the pain of humiliation:
Social Pain/Physical Pain Overlap Theory (SPOT)...proposes that social pain, the pain that we experience when social relationships are damaged or lost, and physical pain, the pain that we experience upon physical injury, share parts of the same underlying processing system. This system is responsible for detecting the presence or possibility of physical or social damage and recruiting attention once something has gone wrong in order to fix it....Based on mammalian infants’ lengthy period of immaturity and their critical need for substantial maternal contact and care, it is possible that the social attachment system, the system that keeps us near close others, may have piggybacked onto the pre-existing pain system, borrowing the pain signal to signify and prevent the danger of social separation. (p. 4)
Eisenberg and Leiberman observe that social pain triggers some of the same mechanisms and responses in the brain as physical pain. Could this be one of the reasons the pain of humiliation is so enduring? Unlike “separation distress,” which dissipates through maturation (Bowlby, 1969), Eisenberg and Lieberman stipulate that social pain is a phenomenon that can endure throughout a lifespan. Eisenberg et al. (2003) observe that one area of the brain is particularly active during the processing of physical and social pain:
The anterior cingulate cortex (ACC) is believed to act as a neural “alarm system” or conflict monitor, detecting when an automatic response is inappropriate or in conflict with current goals ... Not surprisingly, pain, the most primitive signal that “something is wrong,” activates the ACC ... More specifically, dorsal ACC activity is primarily associated with the affectively distressing rather than the sensory component of pain... (p. 291)
Translations Courtesy of Sefaria, except when, sometimes, I disagree with the translation 
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