The hair follicle is a complex, hormonally active structure with permanent and cyclically renewed parts which are highly innervated by myelinated and unmyelinated afferent fibers. Hair removal, a very ancient practice, affects this sensory network and causes both acute and diffuse pain associated with inflammatory reaction. Optic permanent hair removal is becoming a popular alternative to traditional methods such as shaving, waxing, among other methods. These optical removal devices thermally destroy the target chromophore, that is, melanin, without damaging the surrounding skin. The increase in the skin surface temperature causes mild-to-severe pain, and optical hair removal has to be combined with pain relieving devices. Pain management relies on topical anesthetic agents, cooling devices, or non-noxious cutaneous stimulation whose mechanisms of action and efficiency are discussed in this article.