Pain experienced in childhood can lead to long-term and psychologically detrimental effects. Unfortunately, the most common pain experienced in childhood is caused by vaccinations and may lead to non-adherence to the recommended vaccination schedule. As a result, it is the health care provider's responsibility to take measures to reduce vaccination pain; however, there are a plethora of pain relieving interventions during immunizations and it is unclear which interventions are most cost efficient, timely, and effective. Studies have been conducted to investigate the efficacy of different pain management interventions during vaccinations. This review evaluates various pain relieving interventions and provide health care providers age appropriate guidance on pain relieving interventions during vaccinations. Employment of these strategies may successfully reduce vaccination-associated pain in infants, children, and adolescents, and may improve compliance with the vaccination schedule.