Despite a range of advanced wound dressings that can facilitate wound healing, there are still no clinically used dressings for effective local pain management. The latter was the main motivation of the present study. We designed a novel wound dressing with three layers. A macro-porous polyethylene terephthalate (PET) mesh with incorporated lidocaine, a fast-acting local anesthetic, was chosen as the layer in direct contact with the skin. Fast release from this layer enables an immediate pain relieving effect, caused by dressing changes. For the second and third layer, alginate and viscose were chosen respectively. A potential long-lasting pain relieving effect was achieved through incorporation of a nonsteroidal anti-inflammatory drug diclofenac into both layers. The chosen dressing structure enables also an unhindered absorption of the wound exudate, which is possible through the macro-porous PET into the alginate layer. Alginate additionally maintains a moist wound environment. Our novel wound dressing was systematically tested in regard of the structural (contact angle measurements, IR spectroscopy, SEM), functional (water retention, air permeability) properties and its biocompatibility (Live/Dead and MTT assays) towards human skin fibroblasts. Combined results confirmed the suitability of the chosen wound dressing composition for a faster and painless wound treatment.