Which is less painful for a child with diabetes, the insulin injection syringe or the pen injection device?

About the same. The needles used to inject Insulin are so small these days that patients do well with both the pen device or needle/syringe method.
Pen Injector. Pen injectors with the new 4mm bd needle are less painful than utilizing syringes. I find that slow injection technique helps, especially with evening Lantus (insulin glargine) dosing.