Opioids are basic analgesics used in the treatment of moderate to severe pain in patients affected by blood-related malignancies. They should be sequentially administered according to the World Health Organisation scale for cancer pain. Initial treatment and titration with opioids should be based on immediate-release preparations, to be administered at appropriate intervals in order to relieve pain and to satisfy the individual opioid requirement. Once a relatively good pain control has been achieved, a slow release formulation at equivalent doses can be given. Most patients can be adequately managed using oral formulation opioids. However, a small group, such as those presenting severe mucositis or requiring a rapid pain relief, should be managed by intravenous continuous infusion and/or by a patient-controlled analgesia system; while for patients in the community, there are distinct advantages to using the subcutaneous route. Other available routes of administration for opioids, can be used in selected circumstances, including rectal, transdermal, epidural, intrathecal and intramuscular. The invasive neuraxial route has a very limited role in patients with haematological malignancies, given the high risk of infection and bleeding. Through a close observation and a careful management, opioid-related side effects can be effectively prevented and treated. This article reviews the principles of opioid therapy and how opioids can be adapted for patients with pain due to haematological malignancies.