The patients with multiple sclerosis (MS) are at greater risk of pain than people without the disease; however, the occurrence and characteristics of pain among these patients are incompletely described. We aimed to assess characteristics of pain amongst MS patients using MS patients who were recruited to participate in 3 studies in Sweden (n = 3877) and were matched with individuals without MS (n = 4548) by sex, year of birth, and region of residence. The Prescribed Drugs Register identified prescribed pain medication, overall and restricted to those given 4 or more prescriptions in 1 year to assess chronic pain. Anatomical therapeutic chemical codes classified whether pain was neuropathic, musculoskeletal, or migraine. Cox-proportional hazard models were used to estimate associations. Our findings showed the patients with MS were at increased risk of pain treatment, with a hazard ratio (HR) of 2.52 (95% confidence interval 2.38-2.66). The largest magnitude HR was for neuropathic pain (5.73, 5.07-6.47) for which 34.2% (n = 1326) of the MS and 7.15% (n = 325) of the non-MS cohort were prescribed a treatment. The HR for chronic pain treatment was 3.55 (3.27-3.84), indicating an increased effect size relative to any pain treatment. Chronic neuropathic pain showed the largest HR at 7.43 (6.21-8.89). Neuropathic pain was shown to be the primary mechanism leading to increased risk of pain in patients with MS.