During pregnancy most of women will experience some kind of pain, either as a result of a pre-existing condition (low back pain, headache, fibromyalgia, and rheumatoid arthritis) or as a direct consequence of pregnancy (weight gain, postural changes, pelvic floor dysfunction, hormonal factors). However, chronic pain management during pregnancy and lactation remains a challenge for clinicians and pregnant women are at risk of undertreatment for painful conditions, because of fear about use of drugs during pregnancy. Few analgesic drugs have been demonstrated to be absolutely contraindicated during pregnancy and breastfeeding, but studies in pregnant women are not available for most of pain medications. The aim of this paper is to review the safety profile in pregnancy or lactation of the commonly prescribed pain medications and non-pharmacological treatments. In addition to the conventional classifications from the Food and Drug Administration and the American Academy of Paediatrics, authors analyzed the currently available clinical data from literature.