Cancer patients with pain may not respond to increasing doses of opioids because they develop adverse effects before achieving an acceptable analgesia, or the analgesic response is poor, despite a rapid dose escalation. Opioid switching may significantly improve the balance between analgesia and adverse effects. We conducted a systematic review of existing literature on opioid switching. According to available data, opioid switching results in clinical improvement in more than 50% of patients with chronic pain with poor response to one opioid. However, data are based on open studies or small case series. Reasons for switching may influence the dose of the alternative drug. Opioid conversion should not be a mere mathematical calculation, but just a part of a more comprehensive evaluation of pain, adverse effect intensity, comorbidities, and concomitant drugs. The process of reaching an optimal dose should be highly individualized, particularly when patients are switched from high doses of opioids, given the wide conversion ratios reported in literature.