Pain is a symptom of ninety percent of human diseases, and pain management is a very important medicinal problem. Various modulators of the pain response have been detected, and analgesic effects are obtained by increasing inhibition or decreasing excitation in the nervous system. Various known analgesic drugs are commonly used to relieve the pain; however, this problem is still not fully resolved by currently available treatments. Available analgesic drugs (non-steroidal anti-inflammatory drugs, opioids and analgesic adjuvants) are not too effective and are severely limited by adverse effects, for example, opioid addiction. Therefore, developing effective pain management is a difficult but necessary task. Thus, there is an urgent need for further development of the design and synthesis of new analgesic agents. The aim of this review is to present recent progress in search of new small molecule analgesics. The structures and effects of new perspective analgesic agents (anti-inflammatory agents, opioid analgesics, adjuvant agents for pain management, and natural compounds) are presented and discussed. The review covers the literature published in 2015-2020 years and includes 173 references.