: Shock wave lithotripsy (SWL) is an efficient, simple, minimally invasive therapeutic modality used to treat urinary tract stone disease. However, the pain during SWL remains a limiting factor for this procedure. Here, we compared the efficiencies and adverse effects of ketorolac, paracetamol, and Nefopam as potential analgesics during SWL. Methodology: One hundred and fifty-eight patients were recruited and divided into three groups: Group I patients received 1 g paracetamol; Group II patients received 20 mg Nefopam; and Group III patients received 30 mg ketorolac. All the analgesics were administered intravenously 30 min prior to the procedure. A visual analog scale (VAS) was employed for pain assessment. As supplemental analgesia, 1 mg/kg body weight pethidine was used. The degree of satisfaction and possible side effects of all patients were recorded before discharge. Results: Among the 158 patients, 73 (46.2%) and 85 (53.7%) patients were male and female, respectively. The mean age of the patients was 44.15 ± 11.4 years. There were no major complications during the procedure. With time, all three groups showed marked decline in VAS scores, compared to the baseline values. Four, seven, and five patients from Groups I, II, and III, respectively, complained of nausea. Compared to Groups II and III, higher proportion of patients in Group I required supplementary analgesia; however, the difference was not significant. Conclusion: The analgesic efficiencies of paracetamol and ketorolac were comparable. Furthermore, Nefopam was found to be the safest and most effective analgesic during SWL.