Naked mole-rats are resistant to certain kinds of pain, like the burning sensation caused by acid and capsaicin, the compound that gives chili peppers their heat. But they do feel the painful effects of a substance called allyl isothiocyanate, which is what gives wasabi its burn.
The only species of mole-rat resistant to the substance turned out to be the highveld mole-rat. Interestingly, of the different species of mole-rats tested in the study that showed a lack of pain when exposed to certain substances, there was no obvious pattern in the way the species are related to each other, which suggests that evolving in different environments has led to different adaptations.
This resistance to pain can be quite useful for mole-rats.
Roots, for example, are a big part of their diets, and roots often have pain-causing substances like allyl isothiocyanate. It also lets mole-rats populate new habitats. Highveld mole-rats are insensitive to the painful bites of the Natal droptail ant, for example, which lets them live alongside them; otherwise, they'd probably steer clear of their territory.
For humans, studying pain resistance in mole-rats can help scientists develop better pain-relieving drugs.