Pain during, and especially after, cancer remains underestimated and undertreated. Moreover, both patients and health care providers are not aware of potential benefits of rehabilitation strategies for the management of pain during and following cancer treatment. In this paper, we firstly provided a state-of-the-art overview of the best evidence rehabilitation modalities for patients having (persistent) pain during and following cancer treatment, including educational interventions, specific exercise therapies, manual therapies, general exercise therapies and mind-body exercise therapies. Secondly, the findings were summarized from a clinical perspective and discussed from a scientific perspective. In conclusion, best evidence suggests that general exercise therapy has small pain-relieving effects. Supporting evidence for mind-body exercise therapy is available only in breast cancer patients. At this moment, there is a lack of high-quality evidence to support the use of specific exercises and manual therapy at the affected region for pain relief during and after cancer treatment. No clinically relevant results were found in favor of educational interventions restricted to a biomedical approach of pain. To increase available evidence these rehabilitation modalities should be applied according to, and within, a multidisciplinary biopsychosocial pain management approach. Larger, well-designed clinical trials tailored to the origin of pain and with proper evaluation of pain-related functioning and the patient's pain experience are needed.