The field of research on pain originating from various bone diseases is expanding rapidly, with new mechanisms and targets asserting both peripheral and central sites of action. The scope of research is broadening from bone biology to neuroscience, neuroendocrinology, and immunology. In particular, the roles of primary sensory neurons and non-neuronal cells in the peripheral tissues as important targets for bone pain treatment are under extensive investigation in both pre-clinical and clinical settings. An understanding of the peripheral mechanisms underlying pain conditions associated with various bone diseases will aid in the appropriate application and development of optimal strategies for not only managing bone pain symptoms but also improving bone repairing and remodeling, which potentially cures the underlying etiology for long-term functional recovery. In this review, we focus on advances in important preclinical studies of significant bone pain conditions in the past 5 years that indicated new peripheral neuronal and non-neuronal mechanisms, novel targets for potential clinical interventions, and future directions of research.