Background: This systematic review summarizes the impact of pharmacogenetics on the effect and safety of non-steroidal anti-inflammatory drugs (NSAIDs) and antidepressants when used for pain treatment. Methods: A systematic literature search was performed according to the preferred reporting items for systematic reviews and meta-analysis (PRISMA) guidelines regarding the human in vivo efficacy and safety of NSAIDs and antidepressants in pain treatment that take pharmacogenetic parameters into consideration. Studies were collected from PubMed, Scopus, and Web of Science up to the cutoff date 18 October 2021. Results: Twenty-five articles out of the 6547 initially detected publications were identified. Relevant medication–gene interactions were noted for drug safety. Interactions important for pain management were detected for (1) ibuprofen/CYP2C9; (2) celecoxib/CYP2C9; (3) piroxicam/CYP2C8, CYP2C9; (4) diclofenac/CYP2C9, UGT2B7, CYP2C8, ABCC2; (5) meloxicam/CYP2C9; (6) aspirin/CYP2C9, SLCO1B1, and CHST2; (7) amitriptyline/CYP2D6 and CYP2C19; (8) imipramine/CYP2C19; (9) nortriptyline/CYP2C19, CYP2D6, ABCB1; and (10) escitalopram/HTR2C, CYP2C19, and CYP1A2. Conclusions: Overall, a lack of well powered human in vivo studies assessing the pharmacogenetics in pain patients treated with NSAIDs or antidepressants is noted. Studies indicate a higher risk for partly severe side effects for the CYP2C9 poor metabolizers and NSAIDs. Further in vivo studies are needed to consolidate the relevant polymorphisms in NSAID safety as well as in the efficacy of NSAIDs and antidepressants in pain management.