Well, we have to say that anemia can lead to eye pain. First, Anemia is a common blood disorder. According to some experts, if your body does not produce enough red blood cells, it can occur. Some factor including nutritional deficiency or difficulty processing iron, sudden or chronic blood loss, and some other reasons can cause it. Because of it, it can also lead to some other symptoms, such as eye pain. At that moment, you will feel discomfort in your eyes. Of course, it can also lead to dark circles under your eyes. You should know that dark circles under the eyes can be a symptom of anemia, because of an iron deficiency. In many cases, dark circles occur if you're anemic because your skin becomes pale, making the areas around your eyes, which are recessed. So you should pay more attention to anemia.
Yes, it is possible for you to get the eye pain because of the anemia. When you have the anemia, you may find that you are so weak at the whole body. You will find that your eyes may easily get infection which will make the pain at the eyes. You'd better have the check on the eyes and use some medical treatment to cure it.
Normally speaking anemia won't directly lead to eye pain. Anemia is the red blood cell count or hemoglobin is lower than normal standard, which is mainly resulted from tow pathways, decreased production or increased loss of red blood cell or hemoglobin. Common symptoms associated with anemia include fatigue, short of breath, racing heart and pale appearance. Some anemia patients might go through hair loss or even worsening of heart problems. I have anemia myself. I always feel tired and spinning. But it seems that there is no direct connection between anemia and eye pain. There are usually two kinds of eye pain, ocular pain or orbital pain. Ocular pain refers to tissue around eyes, which might be caused by conjunctivitis, styes, corneal abrasion or ulcer, chemical burns or blepharitis. Meanwhile orbital pain is described as dull pain deep in eyes, commonly resulted from glaucoma, migraine, optic neuritis, iritis, or eye trauma. It refers to infection or inflammation or disease of tissue in the eyes, instead of superficial. I am not sure if any above fit your case or not, the best choice is to visit your ophthalmologist for professional support.