The main causes of Complex regional pain syndrome (CRPS) are not fully understood. However, it usually emerges following a surgery or an injury to a limb. Inflammation, musculoskeletal, neuronal, and microvascular abnormalities have been found to contribute to the progression of the disease. Immune cells activation, especially with regards to the early phases of the disease is also indicated in the literature. Accordingly, efforts were directed to manage and enhance such responses, aiming to enhance the outcomes by introducing many immunomodulatory agents for managing patients with CRPS and relieving the associated pain. In this literature review, we have discussed the effectiveness and safety of common immunomodulatory agents for CRPS. We have mainly reviewed the roles of glucocorticoids, TNF-α antagonists, bisphosphonates, and intravenous immunoglobulins administration. Glucocorticoids were among the first reported modalities in the management of the syndrome. However, their use is approached with caution because of their potential systemic side effects. Bisphosphonates and TNF-α antagonists also have validated efficacies and should be administered within the early inflammatory phases to achieve better outcomes. Intravenous immunoglobulins are not adequately validated among the current studies, and evidence shows that they might be useful for a certain subgroup. Therefore, further investigations are required to formulate stronger evidence.