Pain is one of the most distressing symptoms for patients with advanced cancer. Most patients are treated successfully with conventional pain management. However, some patients will suffer from refractory pain, and for those neuraxial analgesia should be considered as an option. This review summarises the recent evidence for the procedure, with regard to indications, which drugs to use, and how to manage the risks and side effects. Benefits and disadvantages of intrathecal or epidural analgesia are discussed.