Our pleasures make us miserable.
Basically; Yes. What pleasures us causes us to desire. When we do not get what we desire, we suffer.
What causes us pain causes us displeasure, we desire not to have pain and thus we suffer.
If we abolish desire, we do not suffer.
We can suffer physically, but Buddhism is about "dissatisfaction" or "suffering" in the mental/psychological sense.
Nothing is permanent. Our pain will pass, our pleasure will pass. Good things come and good things go. Bad things come and bad things go. We must become indifferent to the coming and going of the good/bad and see it all as one thing.
As Satan's character in John Milton so eloquently put it:
Above his equals. Farewell, happy fields,
Where joy for ever dwells! Hail, horrors! hail,
Infernal world! and thou, profoundest Hell,
Receive thy new possessor--one who brings
A mind not to be changed by place or time.
The mind is its own place, and in itself
Can make a Heaven of Hell, a Hell of Heaven.
What matter where, if I be still the same,...
Here we may reign secure; and, in my choice,
To reign is worth ambition, though in Hell:
Better to reign in Hell than serve in Heaven.