Background: Despite increasingly advanced minimally invasive percutaneous ablation techniques, surgery remains the only evidence-based therapy in curative intent for larger (>3–4 cm) renal tumors. Although minimally invasive surgery using (robotic-assisted) laparoscopic or retroperitoneoscopic approaches has gained popularity, open nephrectomy (ON) is still performed in 25% of cases, especially in tumors with central localization (partial ON) or large tumors with/without cava thrombus (total ON). As postoperative pain is one of the drawbacks of ON, our study aims to assess recovery and post-operative pain management using continuous wound infiltration (CWI) compared to thoracic epidural analgesia (TEA). Methods: Since 2012, all patients undergoing ON at our tertiary cancer center at CHUV have been included in our prospective ERAS® (enhanced recovery after surgery) registry that is centrally stored in ERAS® Interactive Audit System (EIAS) secured server. This study represents an analysis of all patients operated on with partial or total ON at our center between 2012 and 2022. An additional analysis was performed for the estimations of the total cost of CWI and TEA, based on the diagnosis-related group method. Results: 92 patients were included and analyzed in this analysis (n = 64 (70%) with CWI; n = 28 (30%) with TEA). Adequate oral pain control was earlier achieved in the CWI group compared to the TEA group (median 3 vs. 4 days; p = 0.001), whereas immediate postoperative pain relief was better in the TEA group (p = 0.002). Consequently, opioid use was higher in the CWI group (p = 0.004). Still, reported nausea was lower in the CWI group (p = 0.002). Median time to bowel recovery was similar in both groups (p = 0.03). A shorter LOS (0.5 days) was observed in patients managed with CWI, although this was not statistically significant (p = 0.06). The use of CWI has reduced total hospital costs by nearly 40%. Conclusions: TEA has better results in terms of postoperative pain management compared to CWI following ON. However, CWI is better tolerated, and causes less nausea and earlier recovery, which leads to a shorter length of stay. Given its simplicity and cost-effectiveness, CWI should be encouraged for ON.