Transrectal ultrasonography (TRUS)‐guided prostate biopsy is the most commonly used method of sampling prostate tissue for the diagnosis of prostate cancer. The technique is well recognised to potentially cause severe pain and discomfort for patients and this has led to numerous attempts to devise ways to minimise these problems. This systematic review summarises the techniques that have been described to date, with special reference to studies using either a visual analogue or numerical analogue scale to report outcomes. Commonly used approaches that are effective to minimise pain or discomfort include intravenous sedoanalgesia, inhalational agents and periprostatic infiltration of local anaesthetic. Whilst diclofenac suppositories are more effective than placebo, intra‐rectal local anaesthetic gels appear to be of no benefit. Performing TRUS‐guided prostate biopsy without any form analgesia is not appropriate.