Pain is frequently experienced by patients with hematological malignancies, although it often receives little attention. Different underlying causes and mechanisms may sustain several pain syndromes in hematological malignant patients. Pain may be due to disease itself, to disease-related complications, to iatrogenic causes or may be associated with unrelated medical conditions. The management of pain in this setting requires a multidisciplinary approach, integrating analgesics and causal interventions. An accurate diagnostic assessment and the identification of the underlying causes and pathogenetic mechanisms may dictate the treatment approach. For most pain patients, the WHO's three-step analgesic scale for cancer pain relief can provide adequate relief with oral options, although difficult-to-treat pain syndromes, requiring a more complex treatment approach, may also be observed.