Why is my carpal tunnel hurting more with splint?

Let's see... First thing to check is does it fit right and are you wearing it the right way. Next thing to check is are you wearing it for the right reasons, i.E do we have the correct diagnosis? Not infrequently patients come in thinking that carpal tunnel is there problem and it actually is arthritis or tendonitis etc... Lastly, maybe some other treatment is needed. Best of luck!
Might be too tight. Try loosening the splint. It should be tight enough to prevent wrist flexion but not too tight that it causes or exacerbates your symptoms.