I think it is not your coughing cause eye pain, but the cold. As we all known, eye problems can be caused by many reasons, for instance, headaches, nasal obstruction and heart diseases. So here I guess your eye pain may be caused by your cold. The individual runs a fever or get cold may easily suffer infection. When virus and bacteriosis follow you, your eyes, nose and throat will all feel uncomfortable. Of course, cold is not the only factor that let you suffer eye pain, your own basic eye problems may also do a favor. So the best way to solute your confusion is visit a doctor and take a thorough eye exam to determine the real reasons for your eye pain. By the way, eye strain and eye dry can cause several eye diseases, so take good a rest and stay fit when you feel uncomfortable on your eyes.