Breathing techniques are commonly used to alleviate pain. Despite their frequent use, surprisingly little is known about their efficacy as well as their underlying physiological mechanisms. The purpose of this systematic review is to summarize and critically appraise the results of existing studies on the association between respiration and pain, and to highlight a potential physiological mechanism underlying the respiration–pain connection. A total of 31 publications from between 1984 and 2015 were retrieved and analyzed. These articles were classified into 4 groups: experimental and clinical studies of the effect of pain on respiration, clinical studies of the effects of breathing techniques on pain, and experimental studies of the influence of various forms of respiration on laboratory-induced pain. The findings suggest that pain influences respiration by increasing its flow, frequency, and volume. Furthermore, paced slow breathing is associated with pain reduction in some of the studies, but evidence elucidating the underlying physiological mechanisms of this effect is lacking. Here, we focus on the potential role of the cardiovascular system on the respiratory modulation of pain. Further research is definitely warranted.