The ophthalmological examination of premature infants, which is essential for the detection of retinopathy of prematurity (ROP), can be painful and distressing for the infant. Various researchers have investigated the benefits of topical anesthesia, oral sucrose, and nonpharmalogical intervention for pain relief. The purpose of this study is to review the current state of knowledge on the effectiveness of these approaches. A literature search was performed with MEDLINE (January 1980 to January 2011) and the Cochrane Central Register of Controlled Trials, Issue 1 of 4 (January 2011), to determine the currently available evidence on methods of pain relief for premature infants undergoing ROP examination. Most studies supported the use of topical proparacaine, which marginally decreased pain without any side effects. Oral sucrose did not significantly reduce pain scores during ROP examinations, and withholding feeding before the examination was not beneficial. Infants given pacifiers had lower pain scores than those without pacifiers, and infants who were nested experienced less distress during and after the procedure. Conflicting data existed on the benefits of different examination techniques, but the insertion of a lid speculum appeared to be the most uncomfortable aspect of the screening examination. Topical anesthetics marginally reduce pain during eye examination in premature infants. Contrary to standard practice, it appears that patients are more comfortable if they are fed before the examination, and there is no benefit of oral sucrose. Nonpharmacological interventions, including sucking on a pacifier and nesting, may also be beneficial.