Breakthrough cancer pain (BTP) has a significant impact on patients' activities of daily living, family, and the society; however, the economic ramifications of BTP are largely unknown. This review aims to summarize the available pharmacoeconomics studies of BTP in the context of the availability of several formulations of rapid-onset opioids administered by various routes, which are significantly more expensive than oral opioids. A systematic literature search of PubMed and Tufts registry through August 2012 was conducted using key words including "breakthrough cancer pain" and "cost effectiveness." After exclusion of irrelevant articles, a total of six articles were included. Studies reviewed include two economic survey studies, two quality improvement projects, and two decision-analytic models. These studies demonstrate BTP causes significant financial burden to patients and society through increased hospitalization and health care utilization. Only one study comparing placebo with intranasal fentanyl spray, oral transmucosal fentanyl citrate, and oral transmucosal fentanyl buccal tablet has demonstrated the cost-effectiveness of these rapid-onset opioids for the treatment of BTP. Overall, there is a lack of pharmacoeconomic studies for BTP management with rapid-onset opioids. Further study is warranted assessing the net benefit of rapid-onset opioids to oral opioids to assist decision-making by patients, clinicians, and payers.