In many cases, the person who hurt you does not realise it or thinks there is nothing wrong in what he/she has done. You can definitely speak to the person and make him/her aware of ur feelings, but if the person is not ready to listen the best thing is to forgive and forget. It really brings inner peace. It is something I practice in my daily life.
If the person keeps hurting u always, the most u could do is to try to be away from that person.