Pharmacological treatment forms the foundation of the management of pain in patients with advanced cancer. Although the majority of patients in the realm of palliative care can be provided with acceptable pain relief using the three-step WHO cancer pain guidelines, a significant minority still have pain that is not adequately controlled by conventional pharmacological management. Development of pain management strategies using a multidisciplinary input with appropriate and timely use of interventional pain management techniques can provide satisfactory pain relief for these patients, helping to reduce distress in the patient and their relatives during this difficult period. This clinical review aims to discuss the commonly used interventional techniques in pain management in palliative care. As patients with advanced cancer are the major recipients of palliative care services, the main focus of this article remains on pain management in advanced cancer. The use of central neuraxial blockade, autonomic blockade and peripheral nerve blocks are summarized.