The diagnosis and treatment of neuropathic pain may be complicated by comorbid conditions such as sleep disturbances, depression, and anxiety. The interrelationship between the index neuropathic pain state and these comorbidities is complex: comorbid conditions exacerbate pain, and in turn, pain exacerbates the comorbid conditions. Because comorbidities can negatively impact response to pain treatment, healthcare providers should assess comorbidities as part of the diagnostic work-up, and management strategies should be designed to treat the whole patient, not just the pain. Theoretically, therapies that not only reduce pain, but also improve sleep and reduce anxiety and depression can provide multiple benefits without the risk of increased side effects inherent in combination therapy. Anticonvulsants and antidepressants have demonstrated efficacy in improving neuropathic pain and positively impacting comorbid sleep and mood disturbances. Novel anticonvulsants that can address one or more comorbidities in addition to pain may represent viable treatment options for patients with neuropathic pain.