The commonest cause of anal pain is a tear in anal mucosa caused by hard stools. This tear is called Anal fissure, the features of which include painful motions, burning of the anal area after motions, blood-streaked stool or dropwise following hard motions. If the pain is severe then it leads to fear of passing motion and loss of appetite. 

Why does it not heal on its own? 

It does sometimes. What actually happens is that the tear in anal mucosa caused a spasm in internal anal sphincter muscles, which in-turn cuts off blood supply to the fissure are so that no healing takes place.

An acute fissure is a vertical tear in anal mucosa which after 8 weeks becomes chronic with the addition of skin tag or sentinel pile at the outer margin of the fissure and a hypertrophic papilla at the internal margin. Chronic anal fissure usually needs surgical treatment known as Lateral internal sphincterotomy (spastic sphincter muscle is cut partially), and fissurectomy where the skin tag and hypertrophic papilla are excised. Surgery gives excellent results and the healing occurs.

In acute anal fissures, chemical sphincterotomy agents (joint containing calcium channel blockers) which relax the sphincter muscles leading to healing.

Overall treatment involves, making stools soft, and reducing anal spasms for healing and preventing recurrences. Add fruits, salads, vegetables and plenty of fluids (1 litre for every 20 kg you weigh) to your diet. Avoid spices till it is healed.