Managing pain in cancer patients with multiple myeloma (MM) poses a considerable challenge. This review thoroughly investigates current pain management strategies, difficulties, and future directions in the field. The review divides pain treatment strategies into pharmaceutical and non-pharmacological therapies. Looking ahead, promising areas for future study and development are mentioned, such as incorporating precision medicine into pain management and investigating innovative therapeutics. Despite existing limitations, advances in pain management provide great opportunities to improve the quality of life and overall results for MM patients.