Why does it feel so good? For men, anal sex feels really good because their prostate gets plenty of attention. The prostate is a walnut-sized gland which you can feel through the wall of the rectum about five centimetres inside. Stimulating the prostate can give a man truly amazing orgasms. Also, the anus and rectum are much tighter than the vagina, and that makes penetration a very pleasurable sensation for men.