In patients with cancer, pain is one of the most feared and burdensome symptoms. Adjuvant analgesics are an important cornerstone on which treatment of pain in patients with cancer is based. To update our guidelines for the treatment of pain in patients with cancer, we performed a systematic review on the use of adjuvant analgesics in pain in cancer. A systematic search of the literature was performed searching for articles that studied the effect of (1) antidepressants, (2) anti-epileptics, (3) N-methyl-d-aspartate (NMDA) receptor antagonists, and (4) other adjuvant analgesics in patients with cancer pain and described their effects on pain intensity and/or side effects. Based on the keywords and after reading the full papers, we could include 12 papers on anticonvulsants, 10 papers on antidepressants, four on NMDA receptor antagonists, and 10 papers on other adjuvant analgesics. The methodological quality of the included papers was graded as low to very low. Overall, there was a low quality of evidence that gabapentin, pregabalin, amitriptyline, and venlafaxine were effective in reducing pain intensity in patients with cancer pain. There was insufficient evidence on the effectiveness of lamotrigine, levetiracetam, NMDA antagonists, cannabinoids, corticosteroids, and local anesthetics on reducing pain intensity in patients with cancer pain. The quality of currently available evidence on the effectiveness of adjuvant analgesics in the treatment of cancer pain is low. The treatment of pain associated with cancer should be tailored to the patient's personal preferences.