Is there really a difference between pain and "all in your head" pain?

Last night, my roommate and I were out waiting to pick something up, and we were talking about his husband and his chronic pain. He gets annoyed because he says that the pain is all in his head and that he invents it.

My argument was that whether or not he invents it, it’s still pain that he feels. And for the most part, people that are “inventing” pain in their head aren’t necessarily doing it intentionally and aren’t aware of it, so to him, it’s just pain.

Is there really a difference between the two?