My eyes always hurts in a sunny day. what should i have to do?

Glasses!: You could try sunglasses, artificial tears, oral omega 3's, and or a hat. Could be partially due to dry eyes. It may also be related to your anatomy and or genetics.

Light sensitive: Some people are just more light sensitive than others. Especially those with lighter colored blue eyes. Get yourself a good pair of sunglasses. If that doesn't help see an ophthalmologist to make sure you don't have any ocular disease causing your symptoms.