Background: Scanty data exist on the integration between the analgesic effect of opioids, dose changes, and adverse events in cancer patients. Methods: To provide further information on this issue, we analysed data on 498 advanced-stage cancer patients treated with strong opioids. At baseline and three visits (at days 7, 14, and 21), pain intensity, oral morphine-equivalent daily dose, and the prevalence of major adverse events were measured. The proportion of responders (pain intensity decrease ≥30% from baseline) and non-responders, as well as of patients with low or high dose escalation, was calculated. Results: Pain intensity strongly decreased from baseline (pain intensity difference −4.0 at day 7 and −4.2 at day 21) in responders, while it was quite stable in non-responders (pain intensity difference −0.8 at day 7 and −0.9 at day 21). In low dose escalation patients (82.4% at final visit), daily dose changed from 52.3 to 65.3 mg; in high dose escalation patients (17.6%), it varied from 94.1 to 146.7 mg. Among responders, high dose escalation patients experienced significantly more frequent adverse events compared to low or high dose escalation patients, while no differences were observed in non-responders. Conclusions: The response to opioids results from the combination of three clinical aspects, which are strongly interrelated. These results provide some thoughts to help clinical evaluations and therapeutic decisions regarding opioid use.