Despite the availability of many pain management methods, this symptom in patients with multiple sclerosis can still be difficult to understand and manage. Its types, occurrence, and treatment options are diversified. This study aims to perform a review of the comprehensive literature from the past 2 decades and present the pathophysiology, prevalence, types, and treatment options of pain in multiple sclerosis. The papers included in the review were categorised into 5 groups: epidemiology, pathophysiology, types of pain, pharmacological treatment, and non-pharmacological treatment. A summary of reports about the prevalence of pain, with a division of types, is presented. The pathophysiological mechanism of pain in patients with multiple sclerosis is discussed, followed by a review of different types of pain in multiple sclerosis, such as neuropathic extremity pain, trigeminal neuralgia, headaches, painful tonic spasms, and back pain. Subsequently, the therapeutic potential of different pharmacological and non-pharmacological therapies was assessed. Appropriate identification of the type of pain allows for the selection of appropriate therapy. There is a lack of sufficient support in randomised controlled trials of many currently available treatment methods.