'painful memory' is correct and usable in written English.
You can use it when you want to refer to a memory that causes emotional pain. For example, "The accident left him with many painful memories."
If only every painful memory could be rewritten so easily.
For him, 2009 remains a painful memory but an exception.
The most painful memory was the particular ways of killing local leaders.
Joe Mathews's article brought back a painful memory I have not thought about in many years.
Saving him from the painful memory, a rousing anti-Rangers cheer erupted in the coliseum.
My trip remains a painful memory long after I return home.
The fact that these orders were issued in German accents stirred a painful memory.
The lone goal stood up and the regular season is only a painful memory, easily forgotten.
She told me that her most painful memory was the day before her son died.
The bombing remains a painful memory for many Montenegrins, and polls have shown the population evenly divided on Nato membership.
The animals would eventually freeze in fright on hearing the sound: the painful memory had been consolidated.
