Breakthrough pain has been described differently in various countries, and not surprisingly, recommendations for its management vary according to the institution. Usually when breakthrough pain occurs, the patient's pain has already been managed according to the World Health Organization 3-step ladder for cancer pain. After this point, the treatment choice is usually based on clinical judgment, the physician's personal experience with interventional procedures, and local resources available. Opioids remain the mainstay of the management of breakthrough cancer pain. However, the combination of radio-oncology, adjuvant drugs, and interventional pain procedures can improve pain relief. This review addresses those questions and proposes a multimodal approach to manage breakthrough cancer pain.