Diagnostic or therapeutic procedures can lead to breakthrough pain. Thanks to a wise choice of analgesic medication started in due time, this type of pain can be avoided or decreased. The therapeutic options of this preventive approach are presented according to the expected breakthrough pain type and intensity. Specific situations are presented through case discussions. The main pharmacokinetic information needed to prescribe the right analgesic at the right time is summarized in a convenient table. When associated to non-pharmacological measures such as empathy, patient positioning and high quality procedures, preventive analgesia provides patients the best possible relief from breakthrough pain.