Clinical studies comparing the response and side effects of various opioids have not been able to show robust differences between drugs. Hence, recommendations of the regulatory authorities have been driven by costs with a general tendency in many countries to restrict physician's use of opioids to morphine. Although this approach is recognized as cost‐effective in most cases there is solid evidence that, on an individual patient basis, opioids are not all equal. Therefore it is important to have an armamentarium of strong analgesics in clinical practice to ensure a personalized approach in patients who do not respond to standard treatment. In this review we highlight differences between opioids in human studies from a pharmacological, experimental, clinical and health economics point of view. We provide evidence that individuals respond differently to opioids, and that general differences between classes of opioids exist. We recommend that this recognition is used to individualize treatment in difficult cases allowing physicians to have a wide range of treatment options. In the end this will reduce pain and side effects, leading to improved quality of life for the patient and reduce the exploding pain related costs.