Pain is common in patients with multiple sclerosis (MS), but estimates of its prevalence have varied widely. The literature describing pain in MS patients spans four decades and has employed a range of different methodologies. We undertook a systematic review in order to summarize current understanding of the association between MS and pain and provide a basis for the design and interpretation of future studies. The point prevalence of pain in patients with MS is nearly 50%, and approximately 75% of patients report having had pain within one month of assessment. Pain adversely affects most aspects of health-related quality of life, including functional domains such as the ability to work. The presence of pain in patients with MS is associated with increased age, duration of illness, depression, degree of functional impairment, and fatigue. Several different types of pain are found in patients with MS, including extremity pain, trigeminal neuralgia, Lhermitte’s sign, painful tonic spasms, back pain, and headache. Putative mechanisms of pain in patients with MS are discussed, and a classification of pain in MS is proposed. Few randomized clinical trials of treatments for MS pain have been conducted, and the limitations of current knowledge regarding approaches for treating MS pain are discussed. Suggestions for future studies that would increase understanding of the natural history, mechanisms, and treatment of pain in patients with MS are presented.