This narrative review is based on a literature search of PubMed and PsycINFO for research on preterm newborn pain published during the last ten years. The high prevalence of painful procedures being performed with preterm newborns without analgesia (79%), with a median of 75 painful procedures being received during hospitalization and as many as 51 painful procedures per day highlights the importance of this problem. This review covers the pain assessments that have been developed, the short-term effects of the painful procedures, the longer-term developmental outcomes and the pharmacological and alternative therapies that have been researched. The most immediate effects reported for repeated painful procedures include increased heart rate, oxidative stress and cortisol as well as decreased vagal activity. Lower body weight and head circumference have been noted at 32 weeks gestation. Blunted cortisol reactivity to stressors has been reported for three-month-olds and thinner gray matter in 21 of 66 cerebral regions and motor and cognitive developmental delays have been noted as early as eight months. Longer-term outcomes have been reported at school age including less cortical thickness, lower vagal activity, delayed visual- perceptual development, lower IQs and internalizing behavior. Pharmacological interventions and their side effects and non-pharmacological therapies are also reviewed including sucrose, milk and nonnutritive sucking which have been effective but thought to negatively affect breast-feeding. Full-body interventions have included tucking, swaddling, kangaroo care and massage therapy. Although these have been effective for alleviating immediate pain during invasive procedures, research is lacking on the routine use of these therapies for reducing long-term pain effects. Further, additional randomized controlled replication studies are needed.