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The question appears as though it may be in reference to a book titled Pain Redeemed by a woman named Natasha Metzler. I have not read the book, but my understanding from reading about it is that it discusses God "redeeming" our pain and sorrows in the sense that He is capable of taking adverse events that occur to us (which, in the case of the book, involved the author herself), and that we might otherwise regard as senseless or having no purpose (causing us to wonder why God allowed them), and giving them an ultimate purpose or value by using them to draw us closer to Him in reliance and faith. If this is an accurate representation of the book's message, it would appear to me to be similar to scriptural teachings with regard to God working all things (including seemingly adverse events) together for good for those who love Him (Romans 8:28); the experiences of Job in the book bearing his name; or verses where God promises to be with us in adversity (such as Isaiah 43:1-2).
Our pain and sorrows in this life have 3 possible causes: 1) the sins we have committed, 2) the sins others have committed against us, 3) the sinful effects of living in a world filled with evil, wickedness, corruption and decay. Jesus came to earth to redeem all human beings who would believe in him. To set us from from slavery to sin so we could become the children of God. Jesus redeemed the penalty of sin with his sacrificial death on the cross. Jesus is redeeming the power of sin by the Holy Spirit creating a new person in us that reflects the image of Christ. Jesus will redeem us from the presence of sin when he gives us glorious new eternal bodies and brings us to our eternal inheritance on the new earth. Revelation 21: 4 declares "He will wipe every tear from their eyes. There will be no more death or mourning or crying or pain, for the old order of things has passed away." The word "Redeem" has a complex and varied meaning according to Miriam Webster. 1) to buy back, repurchase, to get or win back 2) to free from what distresses or harms, to free from captivity by payment of ransom, to extricate from or help to overcome something detrimental, to release from blame or debt, to free from the consequences of sin 3) to change for the better, reform 4) to repair or restore 5) to free from a lien by payment of an amount, to remove the obligation by payment, to exchange for something of value, to make good or fulfil 6) to atone for, expiate an error, to offset the bad effect of something, to make worthwhile or retrieve The word “redeem” is used many times in the Old Testament to buy back, to set free, or to pay a debt (often foreshadowing what Jesus would do by paying the price so our sins could be forgiven. In the New Testament, the word Redeem is used seven times (NIV version) as follows: Luke 1:68, Luke 4:21, Galatians 3:13-14, Galatians 4:5, Titus 2:14, 1 Peter 1:18, and Revelation 14:3. All the NT references explain what Jesus has done in setting us free (redeeming) from slavery to sin. Once we become a Christian, God uses everything that happens in our lives to accomplish his good purposes, which are: 1) to develop, test, refine, and perfect our faith, 2) to mould and shape our character into the image of Christ, 3) to use us to bring his kingdom blessings to those who need to experience his love. When God redeems our pain and sorrows, it means he uses these feelings and experiences for his good purposes; to strengthen our faith and draw us closer to him, to help us identify with Christ in his suffering - the pain and sorrow he experienced, and to use our experiences to help others who are going through similar trials (our misery becomes our ministry). So the phrase asked in this question does have a solid biblical foundation.
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