A few other possibilities not yet suggested.
A stye, by the way - it's generally an infection, usually of an eyelash follicle. A bacterial infection, usually staph.
This doesn't sound like a stye, because styes are usually hot, inflamed and sore.
No, this sounds like allergy is a distinct possibility. It could be allergy to a new eye make-up (especially any eyeliner or mascara you might have tried). Or if you ahven't used anything new, it could be that either you've suddenly developed a sensitivity to your old eye make-up, or you have got the container contaminated (easy to do - we put our fingers in it, after all).
But it does sound like allergy, or sensitivty. I have to be very careful about whaty I put near my eyes. Even the hypoallergenic cosmetics/creams are now a problem, because where they used to be preservative-free, now the regulations in just about all countries mean that the formulations have changed (and they didn't tell us). mother in law & sis-in-law have both suddenly developed problems with their well-known and previously problem-free favoroute brand of hypo-allergenic cosmetics.
I have had sensitivity problems for years, but unlike other family members I flatly refuse to spend large amounts of money on expensive name brands. Instead, I make my own cleaners & moisturisers. I use free samples on parts of my skin that don't react, but I have problems with just about anything near my eyes. It's the preservatives, so for my eyes I have hunted around (using free samples to test) and found ONE brand of eye cream I can use (it has natural preservatives in it only, the smallest amount legally possible). It's not expensive, either. But I can't let it get into my eyes. So if my eyes have reacted, I use cooking oil. It works as a cleaner, as a moisturiser too. For colour (as in eyeshadow) you can get mineral make-up without preservatives. Avoid the sparkly stuff, it often has fish scales or mica in it and the flakes can cause irritation if tey get into your eyes.
If your eyes are currently reacting to something, you risk getting a 'sympathetic' reaction to whatever else you put on your eyes (in the form of expensive creams, etc). But you're not likely to react to cooking oil.
If you want to be fussy and use something special on your eyes - try almond oil, or apricot kernel oil. You need very little and it should soothe the inflammation.
But the biggest word of caution here - get yourself checked out by an optometrist, in case the problem is something serious. Even eyestrain can cause symptoms such as you describe. Your eyes are important to you, you want to make sure there is nothing wrong. Have a look at your conjunctiva (the mucosa inside your eyelids) and it if is also inflamed then it's another reason to get your eyes checked out.
But in the meantime - cooking oil, and avoid all other cosmetics.
Marg