What did Antisthenes think about pleasure and pain? There are snippets of information here and there. For example:
DL 6.2: He thought that pain (ponos: perhaps 'toil' or 'hard work' would be a better translation, but ponos often carries the connotation of discomfort or pain) is good (for which claim he pointed as support to the example of Heracles). Apparently he got this idea from Socrates' hardiness.
Saying that pain is good does not, of course, require you to think that pleasure is bad. There are plenty of texts which talk of pain/ponos being instrumentally good. And it might be instrumentally good in the sense that it allows you to win greater pleasure in the long run.
But there are other texts which offer the stronger claim that pleasure is for some reason not to be pursued.
DL 6.3: He said he'd rather be mad than feel pleasure.
DL 9.101: Epicurus thought that pleasure is good; Antisthenes thought that it is bad.
The second of these is perhaps less compelling because it is clearly part of a set of doxographical divisions and categorisations which by their nature cannot always capture more subtle views. Anthisthenes is a nice contrast with the hedonists. Other texts appear to ascribe to him distinctions between pleasures and also the claim that some - perhaps those that are worked for, or deserved - ought to be pursued. (E.g. Stob. 3.29.65: you should pursue pleasures 'after' (meta) ponos but not those 'before' (pro); cf. Stob 3.6.43 and 3.18.26 on the proper attitude to 'everyday' pleasures; Athenaeus 12 513a even says that Antisthenes thought pleasure to be good, at least pleasure 'of the kind that is not later regretted'.) The sources may be a bit jumbled here. Still, there is no doubting that he thought some, perhaps even all, pleasure is best avoided.
Then there is the depiction of Antisthenes in Xenophon, esp. Symp. 4.39:
καὶ πάντα τοίνυν ταῦτα οὕτως ἡδέα μοι δοκεῖ εἶναι ὡς μᾶλλον μὲν ἥδεσθαι ποιῶν ἕκαστα αὐτῶν οὐκ ἂν εὐξαίμην, ἧττον δέ· οὕτω μοι δοκεῖ ἔνια αὐτῶν ἡδίω εἶναι τοῦ συμφέροντος.Antisthenes has been describing his frugal lifestyle and the way in which he can make do with very little. He has accustomed himself sufficiently to a life free from luxury that he takes great pleasure from his modest house and simple life. Most important, these things provide him with pleasure. Of course, it is possible to think that this is once again pleasure of a different sort from the pleasures rejected in e.g. DL 6.3, perhaps like Diogenes' pleasures in despising pleasures. But that doesn't seem too convincing since Antisthenes' point appears to be that he too enjoys being warm, not being hungry, sex and all the other things we might think of as simple and obvious cases of pleasure. More to the point, his last comment in Xenophon surely points to him being aware of a problem similar to that raised for Diogenes' views. Antisthenes is concerned that he is enjoying the frugal life too much. Perhaps it's time for some advanced training in frugality or a bit more ponos. This is not quite like the problem faced by Diogenes: Antisthenes is not concerned that he is taking pleasure in the very fact of his being ascetic. Rather, he is concerned that his asceticism is in a way self-defeating. His avoidance of luxury has made his frugal life now appear luxurious to him.
And all these things seem to me to be so pleasant that I wouldn't wish to enjoy each of them more, but less. Some of them seem to me to be in this way more pleasant than is beneficial.