Pain management has become a prominent global health concern, affecting not only over the aspects of daily existence but also upon the holistic physical well-being. Conventional pain mitigation methods have non-negligible limitations, such as the discomfort caused by needle injections and the low permeability of transdermal drug patches due to the skin barriers. Microneedle-based drug delivery is an emerging technique that utilizes microscopic needles to directly administer medication into the epidermis or dermis, offering the advantages of enhanced efficiency, rapid action, and minimally invasive delivery. Regarding to the analgesic therapy, microneedles are at the forefront, accelerating pain relief by localized delivery of analgesic substances directly to the site of discomfort. The targeted administration effectively reduces the broader dispersion of pharmacological agents within the circulatory system, thereby minimizing the occurrence of systemic adverse effects. This review focuses on the utilization of microneedle technology for both immediate and extended pain relief, its performance in clinical practice, and the prospects and challenges of microneedles in pain management therapy.