Drug-refractory pain is an indication for neurostimulation therapy, which can be either non-invasive [mainly transcutaneous electrical nerve stimulation (TENS), repetitive Transcranial Magnetic Stimulation (rTMS), and transcranial direct current stimulation (tDCS)] or invasive which requires the intervention of a surgeon to implant electrodes and a pulse generator [peripheral nerve stimulation (PNS), nerve root stimulation (NRS), spinal cord stimulation (SCS), deep brain stimulation (DBS), and motor cortex stimulation (MCS)]. In this review, the respective mechanisms of action and efficacy of TENS, rTMS, and tDCS are discussed. The advantages of TENS include non-invasiveness and ease to use, so that the technique can be operated by the patient. TENS can be indicated as a first-line treatment in patients suffering from peripheral neuropathic pain if the painful area is limited and the sensory deficit moderate. The current best indications are chronic radiculopathies, mononeuropathies, and postherpetic pain. Test sessions allow to select suitable patients and to determine the site, frequency, and optimal intensity of stimulation. Three to four 30- to 60-minute sessions per day are usually recommended. With regard to rTMS, published randomized controlled studies in chronic neuropathic and non-neuropathic pain (fibromyalgia) reached a sufficient level of evidence to recommend this technique for the indication of implanted motor cortex stimulation for the treatment of refractory neuropathic pain or as a long-term treatment for pain syndromes, in which surgery is not indicated, such as fibromyalgia. Other indications, concerning either chronic or acute pain syndromes, such as postoperative pain, should be developed in parallel with the optimization of stimulation parameters. This also includes the availability of new coils and magnetic field waveforms and progress in neuronavigation techniques, especially by the integration of functional imaging and high-resolution EEG data.