BACKGROUND AND OBJECTIVE: The link between humour and sense of humour with pain has been a topic of research for decades. The purpose of the present article was to review the different studies that have been conducted to date on the association between humour and sense of humour with pain. DATABASES AND DATA TREATMENT: The literature search was conducted using the PubMed, Science Direct and ProQuest databases. Forty-one studies were reviewed, and the results are summarized and structured into three sections: experimental pain, chronic pain and pain in children. RESULTS: For experimental pain, the findings support the idea that humorous distractions, such as watching a comedy clip, increase pain tolerance, although most of the studies indicate that other non-humorous distractions produce similar effects. Regarding chronic pain, humour has been studied as a way of coping with pain and the emotional distress produced by chronic pain conditions. The results of correlational studies show significant associations between the use of humour and main variables such as anxiety and catastrophizing. Finally, concerning pain in children, similar findings to those described for the previous sections have been reported, with a notable presence of studies on clinic clown interventions, which promote emotional well-being among children and their parents, although their effectiveness in pain reduction is controversial. CONCLUSIONS: The study of the link between humour and pain is still on an early stage, and overcoming the limitations of previous studies is required to strengthen the promising results that have been observed up to date. SIGNIFICANCE: This review summarizes all main findings regarding humour, sense of humour and pain up until the first half of 2018 and offers a list of aspects to be considered in further studies regarding the link of humour and pain to contribute to a more systematic research.