Why does my urine hurt when I have a cold?

If you mean that it hurts to urinate when you have a cold, then this doesn't make sense. The genitourinary tract is separate from the systems that are affected when you have a cold. A UTI, which is an infection of the urinary tract, develops when bacteria enters and goes into your ureters as well as your bladder. A cold does not cause this to happen. My guess is that you have a UTI coincidentally at the same time that you have a cold. You may be more apt to develop a UTI if your immune system is suppressed, which it is slightly when you have a cold. This could be the link that makes you have a UTI and a cold at the same time. If you do have a UTI you need to be put on antibiotic therapy as soon as possible. A cold can clear on its own, a UTI cannot.