Individually tailored pharmacological regimen is the standard approach for treating patients affected by cancer pain, allowing the control of symptoms in approximately 90% of cases. If this strategy is ineffective it is possible to use more complex invasive, or minimally invasive, techniques. Nevertheless, both patients and health care professionals often underestimate the impact of cancer pain on psychological distress, and do not consider the potential benefits of psychological treatments to help manage cancer pain. These non-pharmacological strategies should be part of the multidisciplinary pain therapy, supporting and strengthening drug therapy. The purpose of this brief commentary is to discuss the role of psychological and rehabilitation approaches for improving the quality of life and the psychosocial outcomes in patients with cancer pain.