Of course they feel pain. That's how any animal or human knows when to get away from something. They might not have as acute a nervous system as we do but I guarantee you they feel it when they get shot, get into a fight with another deer and get gouged, or anything else they do to themselvs in the course of their lives. Does a dog yelp when you step on it's foot or tail? of course it does. Keep this in mind though, they feel alot less pain then cows and pigs do when they get led into a gait to get their throats cut and bleed to death. Deer also get to live their lives the way they want instead of living in a pen for no other reason but to feed us. Don't let it discourage you though, if we didn't hunt them they would eventually over populate and starve to death. I got a little political here but I wanted to put it in a little perspective.