Cyclo-oxygenase (COX) inhibitors are widely used to relieve musculoskeletal pain. These agents block the production of prostaglandins (PGs) at sites of inflammation by inhibiting the activity of two COX enzymes necessary for PG production and normal organ homeostasis. Inhibition of PG production at sites unrelated to pain is associated with adverse drug reactions (ADRs). The degree of analgesic efficacy, as well as the incidence and the localization of ADRs, are critically influenced by the pharmacokinetics (absorption, distribution and elimination) of these drugs. Ideally, sufficient and permanent inhibition of COX enzymes should be achieved in target tissues, with minimal ADRs. To minimize underdosing or overdosing, which result in therapeutic failure or ADRs, the COX inhibitor with the most appropriate pharmacokinetic properties should be selected on the basis of a thorough pharmacokinetic-pharmacodynamic analysis. In this Review, the pharmacokinetics of the prevailing COX inhibitors will be discussed and enigmatic aspects of these intensively used drugs will be considered.