Cancer patients quite commonly will report different types of pain associated with the disease substrate. Systemic analgesia and radiotherapy provide only partial pain relief in the majority of these patients. Interventional Oncology techniques for pain management and mobility improvement in cancer patients include percutaneous techniques such as neurolysis, ablation and augmentation (both in the spine and peripheral skeleton) as well as trans-arterial embolization. Percutaneous neurolysis acts indirectly providing regional anesthesia whilst the rest of the aforementioned techniques act directly upon the tumor either by inhibiting local growth or by providing stability and skeletal augmentation. Whenever possible, techniques such as ablation and trans-arterial embolization apart from pure palliation may add to the principle of local tumor control. The aim of this review is to provide details concerning the Interventional Oncology techniques used for cancer pain management and to address the necessity for a tailored-based approach applying different techniques or combinations of them in different cases and locations.