Musculoskeletal ultrasound has gained increasing attention as a noninvasive imaging modality in pain clinics. Its advantages include the lack of radiation exposure, cost-effectiveness, and efficiency, allowing for rapid provision of dynamic examination results. Notably, it has demonstrated significant effectiveness in diagnosing common joint injuries. This review synthesizes the advancements in the application of musculoskeletal ultrasound across various domains, including muscles, joints, bones, tendons, ligaments, and bursae. It explores the critical role of ultrasound in pain management, highlighting both its importance and limitations. Moreover, the review analyzes the latest research findings and the potential for clinical applications, underscoring the evolving landscape of musculoskeletal ultrasound in enhancing diagnostic accuracy in pain management.