Calcitonin gene-related peptide (CGRP) is a 37 amino-acid peptide, which is widely distributed in peripheral and central nervous system. There are two types of CGRP receptors, CGRP receptor 1 and CGRP receptor 2. It is known that CGRP plays important roles in multiple physiological processes. Studies demonstrate that CGRP and CGRP receptors are involved in the transmission and modulation of pain information in peripheral and central nervous system. CGRP8-37, a specific antagonist for CGRP receptor 1, is widely used to differentiate the two typical CGRP receptors. There are two ambiguous points about the effects of CGRP and CGRP8-37 on pain-related behavioral responses. The first is the effects of exogenous CGRP and CGRP8-37 on the transmission and regulation of pain information in the spinal cord. The second is the effects of these peptides in pain modulation at super-spinal levels. The specific goal of this review is to summarize the roles of CGRP, CGRP8-37 and CGRP receptors in pain-related behavioral responses in the central nervous system.