Epidural and intrathecal routes are the most effective drug administration methods for pain management in clinical and experimental medicine to achieve quick results, reduce required drug dosages, and overcome the adverse effects associated with the oral and parenteral routes. Beyond pain management with analgesics, the intrathecal route is more widely used for stem cell therapy, gene therapy, insulin delivery, protein therapy, and drug therapy with agonist, antagonist, or antibiotic drugs in experimental medicine. However, clear information regarding intrathecal and epidural drug delivery in rats and mice is lacking, despite differences from human medicine in terms of anatomical space and proximity to the route of entry. In this study, we discussed and compared the anatomical locations of the epidural and intrathecal spaces, cerebrospinal fluid volume, dorsal root ganglion, techniques and challenges of epidural and intrathecal injections, dosage and volume of drugs, needle and catheter sizes, and the purpose and applications of these two routes in different disease models in rats and mice. We also described intrathecal injection in relation to the dorsal root ganglion. The accumulated information about the epidural and intrathecal delivery routes could contribute to better safety, quality, and reliability in experimental research.