Knowledge about the mechanisms of transmission and the processing of nociceptive information, both in healthy and pathological states, has greatly expanded in recent years. This rapid progress is due to a multidisciplinary approach involving the simultaneous use of different branches of study, such as systems neurobiology, behavioral analysis, genetics, and cell and molecular techniques. This narrative review aims to clarify the mechanisms of transmission and the processing of pain while also taking into account the characteristics and properties of nociceptors and how the immune system influences pain perception. Moreover, several important aspects of this crucial theme of human life will be discussed. Nociceptor neurons and the immune system play a key role in pain and inflammation. The interactions between the immune system and nociceptors occur within peripheral sites of injury and the central nervous system. The modulation of nociceptor activity or chemical mediators may provide promising novel approaches to the treatment of pain and chronic inflammatory disease. The sensory nervous system is fundamental in the modulation of the host’s protective response, and understanding its interactions is pivotal in the process of revealing new strategies for the treatment of pain.