Everyone knows the line about sticks and stones. If words really could not hurt you, you would not still be turning over what he said.

What the research says

A case control study found that people with depression showed a specific bias towards blaming themselves rather than others, rather than simply feeling more of everything negative. That is direct evidence that where blame gets pointed varies between people and is not fixed by the event itself. It was one comparison in one clinical group, so it should not be stretched into a general account of why insults sting.

Strength of evidence: one line of research. A single study, or a theoretical account.