Pain is the major symptom associated with many diseases and disorders. Whether acute or chronic, pain causes much distress to the patient and can be debilitating in many cases. The quest for safe and effective pain management has driven the research efforts of the scientists for several decades. These ongoing efforts to come up with optimum therapeutic systems to deliver pain relief medication have propelled the researchers to explore different routes of drug administration, along with different means to facilitate drug delivery via a particular route. In view of the limitations of conventional methods to provide pain relief, as well as, the adverse effects associated with the traditional routes of drug delivery, the transdermal route of drug delivery has drawn the interest of scientists world over, owing to which a number of therapeutic breakthroughs have been achieved. In the past few decades, many novel drug delivery systems have been developed to deliver analgesics (NSAIDs and opioids) and anesthetics by means of transdermal therapy. The results obtained from the various studies attempted by the researchers suggest that the transdermal drug delivery systems are capable of causing significant reduction in pain levels, without causing gastrointestinal toxicity. As such, these systems can not only be made a part of the disease management strategy but also physical or chemical means. While the former involves the use of techniques like iontophoresis, electrophoresis, ultrasound, needleless injections and microneedles, the latter encompasses the use of chemical penetration enhancers to facilitate drug delivery across the skin. The present review attempts to furnish an overview of the physical techniques explored to deliver analgesics transdermally and the studies conducted in this domain.