Coccydynia is a debilitating pain disorder. However, its pathophysiology is not well understood. When approaching coccydynia, the exact underlying cause of pain must be identified to develop an appropriate treatment plan. The specific approach to coccydynia can vary depending on an individual's condition and the underlying cause. Thorough evaluation by a pain physician is essential to determine the most appropriate course of treatment. The purpose of this review is to examine the various causes contributing to coccygeal pain and specifically focus on the exact anatomical neurostructures, such as the anococcygeal nerve, perforating cutaneous nerve, and ganglion impar. We also reviewed the relevant clinical outcomes and suggested recommendations for each anatomical structure.