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Caffeine is used an adjuvant in over-the-couner pain medication, e.g. added to paracetamol and/or aspirin.

A brief look at the Wikipedia page on caffeine doesn't indicate any analgesic effect of caffeine itself. So, what mechanism/pathway allows it to attain this adjuvant effect for pain relief?

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Zhang (2001) reports that the analgesic activity of caffeine is due to

  • a blockade of peripheral pro-nociceptive actions of adenosine;
  • the activation of the central noradenosine, pain-suppressing pathways;
  • stimulation of the central nervous system with subsequent actions on pain perception;
  • inhibition of PG (prostaglandine) E2 synthesis, just like the primary mechanism of paracetamol and caffeine by blocking the COX enzyme;
  • disinhibition of inhibitory adenosine actions on central cholinergic nerve terminals, leading to increased acetylcholine release and activation of cholinergic mechanisms involved in analgesia;
  • lastly, caffeine-induced changes in mood may help in in pain relief.

Concerning the direct COX inhibitory action (which highly surprised me, personally) - Aspirin-like drugs act on the catalytic site of the COX enzyme. Paracetamol is believed to act at a different site, such as the peroxidation site of COX, while caffeine may block synthesis of the COX-2 protein, probably at the transcriptional level,thereby leading to enhanced COX-2 inhibition. Caffeine is a nonselective antagonist of adenosine A1 and A2 receptors. Adenosine A2a receptors induce intracellular signalling events that cause an upregulation of the COX-2 gene and the release of PGE2 in rat microglia, which is antagonized by caffeine.

Tavares & Sakata (2012) also provide an interesting review on the analgesic effects of caffeine, without it being used in conjunction with other medications.

References
- Tavares & Sakata, Rev Bras Anestesiol (2012); 62(3): 387-401
- Zhang, Drug Safety (2001); 24(15): 1127–42

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