Bone metastases frequently occur in patients with cancer. Skeletal-related events (SREs), including pain, impaired mobility, hypercalcemia, pathological fracture, spinal cord and nerve root compression, and bone marrow infiltration, can decrease the quality of life of the patients and increase the risk of morbidity. The mechanism of pain due to bone metastasis is complicated and involves various interactions among tumor cells, bone cells, activated inflammatory cells, and bone-innervating neurons. Cancer pain due to bone metastasis can be crippling and a chronic state that causes sarcopenia. For pain management, it is important to diagnose whether the pain is based on background pain or breakthrough pain due to bone metastasis. In addition, the management goal of cancer pain due to bone metastasis is not only to achieve pain relief but also to prevent pain progression and SREs. Pain mechanisms should be applied to achieve optimal management. This review aims to discuss the mechanisms of cancer pain due to bone metastasis and review the recommended drug therapies.