The current knowledge of the pharmacological actions of the tricyclic antidepressants (TCAs) has slowly evolved through their over 40-year history. Chronic pain represents one of the most important public health problems, and antidepressants are an essential part of the therapeutic strategy in addition to classical analgesics. This article reviews the available evidence on the efficacy and safety of antidepressants in chronic pain conditions; namely, headaches, low back pain, fibromyalgia, cancer pain and especially neuropathic pain. TCAs are traditionally the main type of depression medication used to treat chronic pain. Recently, new antidepressants were introduced into clinical use, with a significant reduction in side effects and equivalent efficacy on mood disorders. These new drugs that are effective for chronic pain belong to the tetracyclic antidepressants (TeCAs) group (amoxapine, maprotiline), the serotonin and noradrenaline reuptake inhibitors (SNRIs) group (duloxetine, venlafaxine, milnacipran) and the atypical antidepressants group (bupropion, trazodone, mirtazapine, nefazodone). In this review, we present the available publications on TCAs (amitriptyline, doxepin, imipramine, desipramine, nortriptyline), TeCAs (amoxapine, maprotiline), selective serotonin reuptake inhibitors (SSRIs) (citalopram, fluoxetine, paroxetine), SNRIs (duloxetine, venlafaxine, milnacipran) and atypical antidepressants (bupropion) for the treatment of neuropathic pain. We also review analgesics acting as both opioid receptor agonists and also acting as aminergic reuptake inhibitors. Existing data are insufficient to conclude which of these new classes of antidepressants has the best clinical profile and will be the most effective in the treatment of neuropathic pain; in addition, a lower incidence of side effects should be considered. Increased experimental and translational research is a key for further improvement of the treatment of chronic pain with antidepressants. However, evidence from basic science is needed to improve our understanding of the mechanisms of action and their possible pharmacodynamic interactions.