Borderline personality disorder (BPD) is a common psychiatric disorder, the core features of which are affective dysregulation, identity disturbances, and problems in social interaction, with an intense fear of loss, abandonment, or rejection by social partners. Self-injurious behaviors (SIB), such as superficial cutting, occur in 70-80 % of BPD patients, which are associated with emotional relief. Intriguingly, the majority of BPD patients report reduced or no pain associated with SIB, whereas BPD patients are over-represented in chronic pain patients. Thus, studying pain perception in such patients may help to understand the pathophysiology of BPD, but also the interaction between affective and physical dimensions of pain. We conducted a systematic review dealing with physical and social pains in BPD patients, with a special focus on neuroimaging data. SIB appear to be an inadequate strategy to regulate negative emotions that may be related to social/psychological pain, by increasing dorsolateral prefrontal cortex activation in order to regulate amygdala activation. In addition, abnormal hyperactivation of the insula is a possible trait marker of BPD, and might contribute to modified pain sensitivity. When considering psychological pain in BPD patients, neuroanatomical studies have shown a hyper-responsive subcortical limbic network and a deficient regulatory control system operating through anterior brain regions. Promising therapeutic strategies should target neuroanatomical and neurobiological dysfunctions, which lead to altered pain perception in BPD patients.