Over the past twenty years, neuroscience has changed our understanding of placebo analgesia. Often perceived by researchers as a response bias adding noise to the assessment of efficacy, in the patients' view, it is associated with charlatanism. The origin of the word, qualifying a patient's response to "please" the doctor, did not help its rightful appreciation. However, today the placebo analgesia is considered as a psychobiological phenomenon. Thanks to pharmacological manipulations and the development of functional brain imaging, the neural circuitry involved in this effect as well as the role of endorphins and dopamine have been identified. This article describes our current knowledge about this fascinating phenomenon: a psychological modulation can lead to a biological effect.