The modulatory influence of sex hormones on acute pain, chronic pain disorders, and pain management has been reported for over seven decades. The effect of hormones on pain is clearly evidenced by the multitude of chronic pain disorders that are more common in women, such as headache and migraine, temporomandibular joint disorder, irritable bowel syndrome, chronic pelvic pain, fibromyalgia, rheumatoid arthritis, and osteoarthritis. Several of these pain disorders also fluctuate in pain intensity over the menstrual cycle, including headache and migraine and temporomandibular joint disorder. The sex steroid hormones (estrogen, progesterone, and testosterone) as well as some peptide hormones (prolactin, oxytocin, and vasopressin) have been linked to pain by both clinical and preclinical research. Progesterone and testosterone are widely accepted as having protective effects against pain, while the literature on estrogen reports both exacerbation and attenuation of pain. Prolactin is reported to trigger pain, while oxytocin and vasopressin have analgesic properties in both sexes. Only in the last two decades have neuroscientists begun to unravel the complex anatomical and molecular mechanisms underlying the direct effects of sex hormones and mechanisms have been reported in both the central and peripheral nervous systems. Mechanisms include directly or indirectly targeting receptors and ion channels on sensory neurons, activating pain excitatory or pain inhibitory centers in the brain, and reducing inflammatory mediators. Despite recent progress, there remains significant controversy and challenges in the field and the seemingly pleiotropic role estrogen plays on pain remains ambiguous. Current knowledge of the effects of sex hormones on pain has led to the burgeoning of gender-based medicine, and gaining further insight will lead to much needed improvement in pain management in women.