The imitation of pain sensation in Virtual Reality is considered valuable for safety education and training but has been seldom studied. This paper presents Douleur, a wearable haptic device that renders intensity-adjustable pain sensations with chemical stimulants. Different from mechanical, thermal, or electric stimulation, chemical-induced pain is more close to burning sensations and long-lasting. Douleur consists of a microfluidic platform that precisely emits capsaicin onto the skin and a microneedling component to help the stimulant penetrate the epidermis layer to activate the trigeminal nerve efficiently. Moreover, it embeds a Peltier module to apply the heating or cooling stimulus to the affected area to adjust the level of pain on the skin. To better understand how people would react to the chemical stimulant, we conducted a first study to quantify the enhancement of the sensation by changing the capsaicin concentration, skin temperature, and time and to determine suitable capsaicin concentration levels. In the second study, we demonstrated that Douleur could render a variety of pain sensations in corresponding virtual reality applications. In sum, Douleur is the first wearable prototype that leverages a combination of capsaicin and Peltier to induce rich pain sensations and opens up a wide range of applications for safety education and more.