Transdermal delivery is a non-invasive route, used as an alternative to the oral route, to administer drugs through the skin surface. One of the fields in which they are particularly used is that of pain therapy. In this treatment, transdermal patches, particularly those containing opioids, are used to complement or replace orally administered drugs. First-generation patches are constituted by reservoir systems, where the drug is dissolved in a solvent and gelled with a polymer. In contrast, the active principle is incorporated into the polymer adhesive in more recent matrix patches. In this review, the main papers related to the production and employment of transdermal patches containing the two most used opioids, i.e., fentanyl and buprenorphine, have been critically analyzed. From the analysis of the literature, it is possible to deduce that the type of drug and the amount of drug present in the patch must be chosen not according to the origin of the pain but to the age of the patient, the area where the patch is applied, and the frequency at which the patch is replaced.