I’ve been using Retin-A for a few days and my eyelids hurt without applying Retin-A on eyelid

The skin around the eye is very thin so applying Retin-A in that area could cause irritation. Retin-A also migrates or travels, so be careful where you apply it, not to get too close to the eye. Stay outside the orbital rim (around the eye) when applying it. 

Thanks for you question.  The skin around and under the eye is very thin and we never suggest using a Retin A or Retinol in this area.  You need avoid this area.  For eye area wrinkles, we suggest a physician grade topicals.  If that doesn't work, Pelleve is a great non-invasive treatment that is safe around your eyes.  Bulk RF heating causes some of the existing collagen to collapse, stimulating your body to generate new replacement collagen.  This is not a laser so it is safe for all skin types and can be done safely year round.  It feels like a warm rock massage.  Collagen building takes 90 to 120 days to see the results, so be patient.  We recommend 1 treatment per decade.  In your 30's, we would suggest a series of 3 treatments spaced 4 weeks apart.  You will continue to build collagen for up to 6 months after the last treatment.  Best of luck