Coccygodynia (coccydynia, coccygalgia) or coccygeal pain is a well-known but rarely studied painful syndrome affecting the coccyx region. Its etiology is not well understood. Symptoms include development of pericoccygeal soft tissues, pelvic floor muscle spasms, referred pain from lumbar pathology, arachnoiditis of the lower sacral nerve roots, local post-traumatic lesions, and somatization. In spite of advances in the treatment of other pain conditions, coccygodynia remains in a position for which therapeutic options are not clearly designed. On the basis of an anatomic review, proposed pathogenesis of coccygodynia, and the number of treatment approaches that have been proposed, we propose an algorithm for therapeutic decision making in the treatment of this syndrome.