Fry, who shot to fame in the 1980s as one half of the Fry and Laurie double act, was talking with Prof Irene Tracey, the vice-chancellor of the University of Oxford, during her guest editorship of the Radio 4 show.
As a neuroscientist, Prof Tracey focused her programme on the understanding and treatment of pain, a subject she has devoted her career to.
Fry told her: “Are we wrong to believe that it’s rather British to think that pain is something that should be endured?” he asked.
He said people sometimes believe that “we should suffer if we have this injury, that it is the natural course”.
During the two-hour special Prof Tracey also spoke with former Olympic champion Mo Farah about how he dealt with pain.