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There has been an increasing focus on development of new routes of drug administration to provide tailored treatments for patients, without decreasing efficacy of analgesia, in proportion to the progression of the knowledge of pain mechanisms. While acute pain acts as an alarm, chronic pain is a syndrome requiring meticulous selection of analgesic drugs of high bioavailability for long-term use. Such criteria are challenges that topical medications aim to overcome, allowing progressive delivery of active component, maintaining stable plasma levels, with a good safety profile. This review presents recent findings regarding topical formulations of the most widely used drugs for pain treatment, such as nonsteroidal anti-inflammatory agents, anesthetics, and capsaicin, and the role of physical agents as delivery enhancers (phonophoresis and iontophoresis). Although the number of topical agents is limited for use in peripheral conditions, increasing evidence supports the efficacy of these preparations in blocking nociceptive and neuropathic pain. Patient adherence to medical treatment is also a challenge, especially in chronic painful conditions. It is known that reduction of treatment complexity and pill burden are good strategies to increase patient compliance, as discussed here. However, the role of topical presentations, when compared to traditional routes, has not yet been fully explored and thus remains unclear.