Chronic pain represents one of the most serious worldwide medical problems, in terms of both social and economic costs, often causing severe and intractable physical and psychological suffering. The lack of biological markers for pain, which could assist in forming clearer diagnoses and prognoses, makes chronic pain therapy particularly arduous and sometimes harmful. Opioids are used worldwide to treat chronic pain conditions, but there is still an ambiguous and inadequate understanding about their therapeutic use, mostly because of their dual effect in acutely reducing pain and inducing, at the same time, tolerance, dependence, and a risk for opioid use disorder. In addition, clinical studies suggest that opioid treatment can be associated with a high risk of immune suppression and the development of inflammatory events, worsening the chronic pain status itself. While opioid peptides and receptors are expressed in both central and peripheral nervous cells, immune cells, and tissues, the role of opioids and their receptors, when and why they are activated endogenously and what their exact role is in chronic pain pathways is still poorly understood. Thus, in this review we aim to highlight the interplay between pain and immune system, focusing on opioids and their receptors.