Pain is a personalized event or body alarm system that can limit a patient's activities and lead to negative repercussions. The commercially available conventional treatment strategies like oral, parenteral, and topical drug delivery systems for pain management are associated with side effects and poor patient compliance. The transdermal route is eminent for its painless distribution. Among transdermal drug delivery system, microneedles (MNs) are gaining attention for their application with delivery at the deeper dermal layer because it bypasses the major barrier of the skin, easily accesses the skin dermal microcirculation, prevents damage to dermal blood vessels, and can be simply inserted into the skin without utilizing any additional applicator devices. Hence, considered a promising drug delivery strategy with high patient compliance. This review highlights the recent advancements of MNs in pain management. The present work mainly emphasizes all the case studies reported from the past 10 years that utilize MNs containing therapeutics in the treatment of chronic pain-associated diseases like rheumatoid arthritis, neuropathic pain, osteoarthritis, psoriatic arthritis, and atopic dermatitis. These studies have proven the efficacious application of MNs in the management of chronic pain and inflammation. The review also covered the clinical trials, patents, and future goals of pain management by using MNs.