Chronic pain affects a substantial portion of the population, yet current treatments often fail to provide adequate relief. Non-pharmacological interventions, which target behaviors and brain processes underlying the experience of pain, hold promises in offering relief for people with chronic pain. This review consolidates the current knowledge concerning the efficacy of non-pharmacological interventions for chronic pain. We focus on psychological interventions (e.g., cognitive behavioral therapy-based interventions and emotion-based therapies) that use mental techniques and physical practices (e.g., exercise, massage, acupuncture, and yoga) that use body techniques to reduce pain. The efficacy of neuromodulation is also discussed. Given that placebo and expectation effects may enhance benefits for non-pharmacological interventions, we also discuss placebo interventions and expectation management practices. Finally, we describe digital therapeutics as an emerging approach for managing chronic pain. We argue that non-pharmacological interventions are critical adjunctive or stand-alone interventions for chronic pain conditions.