Many patients will find that while they have a cold, especially influenza, they will have pain in their bones, and there are several mechanisms for this: 1. 2. When you have a cold, it is possible that your bones and joints may also be cold and wind-blown at the same time, which may cause a sterile inflammation in these areas, leading to pain. 3. The inflammation around the bones and joints that already exist is aggravated, and the patient will feel pain in the bones, joints and muscles around the body.