Pain is a distressing and universal experience, yet everyone’s pain experience is influenced by a complex array of biological, psychological, and social factors. For people with Parkinson’s disease (PwP), these biopsychosocial factors include neurodegeneration and the psychological and social factors that accompany living with a chronic, neurodegenerative condition in addition to the factors experienced by those in the general population (e.g., living with co-morbidities such as osteoarthritis). The way these factors influence each individual is likely to determine which pain management strategies are optimal for them. This review first describes pain and the biopsychosocial model of pain. It explores how pain is classified in Parkinson’s disease (PD) and describes the three main types of pain: nociceptive, neuropathic, and nociplastic pain. This background provides context for a discussion of non-pharmacological pain management strategies that may aid in the management of pain in PwP; exercise, psychological strategies, acupuncture and massage. While there is little PD-specific research to inform the non-pharmacological management of pain, findings from current PD research are combined with that from chronic pain research to present recommendations for clinical practice. Recommendations include assessment that incorporates potential biopsychosocial contributors to pain that will then guide a holistic, multi-modal approach to management. As exercise provides overall benefits for PwP, those with chronic pain should be carefully monitored with exercise prescribed and adjusted accordingly. Research is needed to develop and evaluate multi-modal approaches to pain management that are delivered in a biopsychosocial framework.