Sedation and analgesia may be needed for many interventional or diagnostic procedures, whose number has grown exponentially lately. The American Society of Anesthesiologists introduced the term “procedural sedation and analgesia” (PSA) and clarified the terminology, moderate sedation and Monitored Anesthesia Care. This review tries to present a nondissociative sedation classification, following ASA guidelines as well as pre-procedural assessment and preparation, in order to choose the appropriate type and level of sedation, patient monitoring and agents, which are most commonly used for sedation and/or analgesia, along with their possible side effects. The paper also lists the possible complications associated with PSA and a few specific particularities of procedural sedation.