At late stages, many common malignancies, such as breast, prostate, and lung cancer spread to the bones, causing significant discomfort and functional impairment. Currently existing pharmacotherapies for bone cancer pain are insufficient to offer pain relief that is both safe and effective. The methods employed by cancer cells inside the bone tumour microenvironment (TME) to cause bone cancer pain are discussed in this narrative review. We focus on the reciprocal interactions that generate bone cancer pain between tumour cells, bone-resorbing osteoclasts, and pain-sensing sensory neurons (nociceptors). We also discuss about how tumour cells in the bone TME speed up osteoclastogenesis and change osteoclast activity and function. Furthermore, we discuss how osteoclast’s over-activation contributes to bone cancer pain via - (1) Direct mechanisms, such as the production of pronociceptive factors that act directly on sensory afferents, and (2) Indirect mechanisms, such as osteoclast-driven bone resorption that weakens tumor-bearing bones and predisposes them to skeletal-related events, resulting in bone cancer pain and functional impairment. Finally, we address the impact of possible therapeutic drugs such as denosumab, bisphosphonates, and nivolumab on bone cancer pain, osteoclast overactivity, and tumour development inside the bone TME.