Non-steroidal anti-inflammatory drugs (NSAIDs) are the cornerstone of pain therapy, particularly in conditions of the musculoskeletal system. However, their widespread use contributes to a high incidence of adverse effects. The main mechanism of action of NSAIDs is associated with reduced activity of cyclooxygenase (COX). Selective compounds predominantly affect COX-2, while “classic” ones inhibit both COX-1 and COX-2 to a similar degree. This influences the incidence of adverse effects during their use. Among “classic” NSAIDs, diclofenac is associated with the highest risk of cardiovascular complications. The incidence depends also on duration of treatment and dosage regimen. According to the latest research, in patients at high risk of cardiovascular complications, naproxen and celecoxib (in small doses) are safer. Risk of damage of the digestive tract may be reduced by concomitant use of proton pump inhibitors. The greatest risk of severe liver damage has been correlated with nimesulide, resulting in a considerable limitation of indications by manufacturers.