Changes to the power of neural oscillations in cortical and sub-cortical structures can change pain perception. Rhythmic sensory stimulation is a non-invasive method that can increase power in specific frequencies of neural oscillations. If the stimulation frequency targets those frequencies related to pain perception, such as alpha or theta frequencies, there can be a reduction in perceived pain intensity. Thus, sensory neural entrainment may provide an alternative to pharmacological intervention for acute and chronic pain. This review aimed to identify and critically appraise the evidence on the effectiveness of sensory entrainment methods for pain perception.