Background Continuous local infiltration analgesia (CLIA) can be administered via intraarticular or periarticular techniques in patients undergoing total knee arthroplasty (TKA). The purpose of this investigation was to retrospectively report a single-center experience of epidural analgesia with subcutaneous CLIA versus epidural analgesia without CLIA among patients undergoing TKA. Methods This single-center retrospective study was conducted in Saudi Arabia. From January 01, 2014, to December 30, 2020, medical records of all patients who underwent TKA were reviewed. Patients who received subcutaneous CLIA with epidural analgesia were assigned to the intervention group, whereas those who received epidural analgesia without subcutaneous CLIA were assigned to the control group. The efficacy endpoints included: (i) postoperative pain scores at 24 h, 48 h, 72 h, and 3 months; (ii) postoperative opioid consumption at 24 h, 48 h, 72 h, and 24–72 h (cumulative); (iii) length of hospital stay; and (iv) postoperative functional recovery of the knee 3 months post-operation, according to the Knee Injury and Osteoarthritis Outcome Score. Results At rest and during mobilization, the CLIA group (n = 28) achieved significantly lower postoperative pain scores 24 h, 48 h, 72 h, and 3 months post-operation than the non-CLIA group (n = 35). Subgroup analysis revealed that the CLIA group achieved significantly less opioid consumption 24 h and 48 h post-operation than the non-CLIA group. There was no difference between the groups regarding the length of hospital stay or functional scores 3 months post-operation. There was no significant difference between the groups regarding the rate of wound infection, other infections, and readmission within 30 days. Conclusion Subcutaneous CLIA is a technically feasible and safe procedure without major adverse events but with reduced postoperative pain scores (at rest and during mobilization) and opioid consumption. Additional larger studies are warranted to confirm our results. Moreover, a head-to-head comparison between subcutaneous CLIA and periarticular or intraarticular CLIA is an interesting prospective investigation.