Well, let's consider what pain is for. It is an evolved response to cause animals to stop behaviours that are deleterious to themselves, and to inform them of when they are being damaged. Animals can react rapidly to these stimuli. However, plants react several orders of magnitude more slowly. As such, having a pain response to damage makes no sense for a plant, as they cannot use such information to improve its survivability. Instead, a plant that is damaged goes immediately into damage control mode- in order to minimize the effects of future predation by herbivores. Given the immense energetic costs of any sort of high-speed communication system, whether nervous or otherwise, and the lack of benefits to having one, I can be very confident that lettuce lacks the capacity to feel pain.