How to take Feedback

Yes, it can hurt sometimes to get negative feedback. Here is an article to help learn how to get and give feedback constructively.
An excerpt:

The 8 Rules of effective Feedback

1. Always lead with questions: How do you think you're doing? It gives the recipient joint ownership of the problem and helps him feel included, not excluded.
2. Never give criticism unless it's been invited; unsolicited negative feedback only provokes annoyance and will be discounted.
3. Make sure you are seen as having the authority to give corrective feedback. Criticism from those perceived as peers or unqualified to give it incites resistance and rebellion.
4. Distinguish whether a demand for change reflects your needs or is a valid critique of how someone is doing something. Know when "You're too demanding" really means "I wish I felt more accepted."
5. Never give feedback when you're angry; anger alienates the listener. Expressing disappointment is more productive.
6. Know who you're talking to. Narcissists take any criticism as a personal attack; the insecure lose all self-esteem.
7. Know yourself, too. If you're relatively insensitive to criticism, curb the tendency to be heavy-handed when delivering it, says Cacioppo, who counts himself among the less sensitive.
8. Expect defensiveness as a first response to criticism; a change in performance may come later.