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Persistent pain disorders are usually not adequately alleviated by nonsteroidal anti-inflammatory drugs or other simple analgesics. Use of antidepressants as adjuvant therapy for the control of persistent pain is currently being practiced in disorders such as fibromyalgia, neuropathic pain, rheumatoid conditions, low back pain, and headache. This review describes the various mechanisms of analgesic activity of antidepressants along with their efficacy and tolerability profiles. Meta-analyses and clinical studies of these agents were retrieved through the use of MEDLINE, Google scholar, and Cochrane databases. Antidepressants are effective in both neuropathic and non-neuropathic pain and have diverse mechanisms independent of their antidepressant effects. Tricyclic antidepressants (amitryptiline, nortryptiline, desipramine) are effective compounds in the treatment of neuropathic pain, fibromyalgia, low back pain, and headaches. Studies are ongoing for the dual serotonin norepinephrine reuptake inhibitors (duloxetine, venlafaxine) in several persistent pain conditions and these may be recommended in neuropathic pain, migraines, and fibromyalgia. Evidence suggests that although the analgesic effects of selective serotonin reuptake inhibitors (fluoxetine, paroxetine, citalopram) are limited and inconsistent, yet they have a superior tolerability profile compared with tricyclic antidepressants.