Background: Magnesium (Mg) is commonly used in clinical practice for acute and chronic pain and has been reported to reduce pain intensity and analgesics consumption in a number of studies. Results are, however, contested. Objectives: This review aims to investigate randomised clinical trials (RCTs) on the effectiveness of Mg treatment on pain and analgesics consumption in situations including post-operative pain, migraine, renal pain, chronic pain, neuropathic pain and fibromyalgia. Results: The literature search identified 81 RCTs (n = 5447 patients) on Mg treatment in pain (50 RCTs in post-operative pain, 18 RCTs in migraine, 5 RCTs in renal pain, 6 RCTs in chronic/neuropathic pain, 2 RCTs in fibromyalgia). Conclusion: The level of evidence for the efficacy of Mg in reducing pain and analgesics consumption is globally modest and studies are not very numerous in chronic pain. A number of gaps have been identified in the literature that need to be addressed especially in methodology, rheumatic disease, and cancer. Additional clinical trials are needed to achieve a sufficient level of evidence and to better optimize the use of Mg for pain and pain comorbidities in order to improve the quality of life of patients who are in pain.