Infants might be exposed to pain during their admissions in the neonatal intensive care unit [NICU], both from their underlying conditions and several invasive procedures required during their stay. Considering the particularities of this population, recognition and adequate management of pain continues to be a challenge for neonatologists and investigators. Diverse therapies are available for treatment, including non-pharmacological pain management measures and pharmacological agents (sucrose, opioids, midazolam, acetaminophen, topical agents…) and research continues. In recent years one of the most promising drugs for analgesia has been dexmedetomidine, an alpha-2 adrenergic receptor agonist. It has shown a promising efficacy and safety profile as it produces anxiolysis, sedation and analgesia without respiratory depression. Moreover, studies have shown a neuroprotective role in animal models which could be beneficial to neonatal population, especially in preterm newborns. Side effects of this therapy are mainly cardiovascular, but in most studies published, those were not severe and did not require specific therapeutic measures for their resolution. The main objective of this article is to summarize the existing literature on neonatal pain management strategies available and review the efficacy of dexmedetomidine as a new therapy with increasing use in the NICU.