Beside its poor prognosis and its late diagnosis, pancreatic cancer remains one of the most painful malignancies. Optimal management of pain in this cancer represents a real challenge for the oncologist whose objective is to ensure a better quality of life to his patients. We aimed in this paper to review all the treatment modalities incriminated in the management of pain in pancreatic cancer going from painkillers, chemotherapy, radiation therapy and interventional techniques to agents under investigation and alternative medicine. Although specific guidelines and recommendations for pain management in pancreatic cancer are still absent, we present all the possible pain treatments, with a progression from medical multimodal treatment to radiotherapy and chemotherapy then interventional techniques in case of resistance. In addition, alternative methods such as acupuncture and hypnosis can be added at any stage and seems to contribute to pain relief.