Administrations of intravenous immunoglobulin (IVIG), an immune-modulating blood-derived product, may be beneficial for managing neuropathic pain. Here, we review previous studies to investigate the effectiveness of IVIG in managing neuropathic pain due to various neurological disorders. The electronic databases PubMed, Scopus, Embase, and the Cochrane Library were searched for studies published up to February 2020. Two reviewers independently assessed the studies using strict inclusion criteria. Ten studies were included and qualitatively analyzed. The review included patients with pain due to complex regional pain syndrome (CRPS), diabetic polyneuropathy, and others, such as postherpetic neuralgia and trigeminal neuralgia. We found that IVIG may be one of the beneficial options for managing neuropathic pain from various neurological disorders. In the four articles reviewed, no major adverse effects were reported, and the trend was toward a positive pain-reducing effect in eight articles. However, to confirm the benefits of IVIG on reducing neuropathic pain, more high-quality studies are required.