Could be an infection.
Most of the problems with urinary system are due to infections from E.Coli.
Or, it could be stones, really small deposits, because if you can pee and you don't feel much the pressure inside your bladder, the stones are probably small enough to go through.
As a treatment, you could try drinking cranberries juice. If it is stones or bacterias, it should help. Or, you could try to drink greater quantities of water, but this help mostly for stones.
Maybe if you are on a cycle, this could increase your water retention and raise the sodium, magnesium and uric acid salts in your urine causing the kind of pain you feel.
Hope you'll get better.