Aims: The aim of the study is to study the different methods and their efficacy in pain management in advanced gastrointestinal (GI) malignancies. Methods: The study included patients with advanced and inoperable GI malignancies. Demographic data, laboratory parameters and radiological investigations, baseline visual analog scale (VAS) score, and subjective global assessment (SGA) were recorded on the first contact along with details of medical, endoscopic, and palliative interventions as performed. Analgesic pain step ladder approach was followed for pain management. Follow-up to assess response was done using VAS score and SGA at the end of 3 months or death within this period. Results: Seventy-one patients were included. Most of them were elderly males. Out of 7 malignancies noted, hepatocellular carcinoma (HCC) was the most common tumor (41; 57.8%). Thirty-five patients (49.3%) had vascular invasion, while 29 (40.8%) had metastatic cancer. The most common vascular invasion was the portal vein (29; 40.8%). The liver was the most common metastatic site (12; 16.9%). The baseline mean VAS score was 5.13 ± 2.38 and the highest was in carcinoma gallbladder patients (8.0 ± 2.0). Most patients were having baseline SGA rating B (69%). Tramadol was the most commonly used analgesic (35.22%) followed by a combination of tramadol and fentanyl (26.76%). The most common palliation was transarterial chemoembolization in HCC (80.5%) and biliary self-expandable metallic stent in carcinoma pancreas (77.8%). There was a statistically significant reduction in VAS score in HCC (P < 0.001), carcinoma pancreas (P = 0.009), and colorectal cancer (P = 0.022). One-sixth patients moved from SGA rating B to rating A, 9.9% moved from SGA rating B to rating C, and 9.9% moved from SGA rating C to rating B. Conclusion: There was an improvement in quality of life at 3-month follow-up. There was significant pain improvement in the studied patients. However, almost one-third patients did not get adequate pain relief.