Learn Spanish (Latin America): Me duele que ella llore.

In Spanish, verbs that express emotion, like doler (to hurt), require the subjunctive mood in the second part of the sentence when there is a change of subject. Because it hurts you but she is the one crying, you must use the subjunctive llore instead of the indicative llora.

Why do we use Me duele instead of Yo duelo?

The verb doler works exactly like gustar. The thing causing the pain is the subject of the sentence, and the person feeling the pain gets an indirect object pronoun (me). Literally, this translates to 'That she cries is painful to me'.

Could I just say Me duele ella llorar to mean 'It hurts me for her to cry'?

No, because there are two different subjects: the situation hurts you, but she is doing the crying. When the subjects are different in sentences expressing emotion, you have to use que followed by a conjugated verb in the subjunctive, not an infinitive.

Why do we need to include the pronoun ella here?

In the present subjunctive, the first-person and third-person forms are identical. llore could mean that I, he, she, or you (formal) cry. Including ella avoids any confusion about exactly who is crying.