My baby cries when he pees?

Need more info. An infant may be startled by the sensation of emptying. Little girls are prone to irritation from stool ot soap on their sensitive genitals. Some will dig at themself in light sleep and abrade sensitive skin that burns when urine passes over it. Some may have a bladder infection or infection of the outlet. A description of age and sex helps us focus on an issue.
Infection? Check genitalia for irritation or fungus infection or it could be urethritis and collect urine for ua and c s.