Medicinal leech therapy is used in a variety of conditions; most of which have pain as a major symptom. Its mode of action relies on the injection of leech saliva into patients’ tissues during the process of blood withdrawal. Leech saliva contains active ingredients with anti-inflammatory, thrombolytic, anti-coagulant and blood- and lymph-circulation enhancing properties. A specific analgesic substance within the leech saliva is yet to be identified. Pain relief from leech therapy is rapid, effective and long-lasting in many conditions. This review compiles studies and case reports that provide clinical evidence for leech therapy’s analgesic effects.