(1) Background: We aim to develop novel gel formulations for transdermal drug delivery systems in acute and inflammatory pain therapy. (2) Methods: We induced inflammation by the injection of λ-carrageenan on the hind paw of 80 Wistar male rats. The animals were randomized into eight groups of 10 rats each: C (placebo gel), E (EMLATM), L (lidocaine 2%), L-CD (lidocaine + cyclodextrin 2.5%), L-LP (lidocaine + liposomes 1.7%), L-CS (lidocaine + chitosan 4%), L-CSh (lidocaine + chitosan hydrochloride), and L-CS-LP (lidocaine + chitosan + liposomes). The behavior response was determined with a hot plate, cold plate, and algesimeter, each being performed at 30, 60, 120, 180, and 240 min after pain induction. At the end of the experiment, tissue samples were collected for histological assessment. (3) Results: L-LP had the greatest anesthetic effects, which was proven on the cold plate test compared to placebo and EMLATM (all p ≤ 0.001). L-CS-LP had a significant effect on cold plate evaluation compared to placebo (p ≤ 0.001) and on hot plate evaluation compared to EMLATM (p = 0.018). (4) Conclusions: L-LP is a new substance with a substantial analgesic effect demonstrated by the cold plate in the first 120 min. Further studies with more animals are needed to determine the maximum doses that can be applied for a better analgesia with minimum side effects.