Pain is one of the most complex and unpleasant sensory and emotional human experiences. Pain relief continues to be a major medical challenge. The application of systemic opioid and regional analgesia techniques has facilitated a decrease in the occurrence and gravity of pain. Magnesium has an evolving role in pain management. Magnesium sulphate (MgSO4), the pharmacological form of magnesium, is a physiological voltage-dependent blocker of -methyl-D-aspartate (NMDA)-coupled channels. In terms of its antinociceptive role, magnesium blocks calcium influx, which inhibits central sensitization and decreases preexisting pain hypersensitivity. These properties have encouraged the research of magnesium as an adjuvant agent for intra- and post-operative analgesia. Moreover, the mentioned magnesium impacts are also detected in patients with neuropathic pain. Intravenous magnesium sulphate, followed by a balanced analgesia, decreases opioid consumption. This review has focused on the existing evidence concerning the role of magnesium sulphate in pain management in situations including neuropathic pain, postherpetic neuralgia, trigeminal neuralgia, migraine, and post-operative pain. Additional studies are required to improve the use of magnesium sulphate for pain to increase the quality of life of patients.