Phantom limb pain, as it is called, is thought to affect around 60% of amputees.
With loss of limbs among military casualties a feature of recent conflicts in Iraq and Afghanistan, attention has once again focused on how to best treat the problem.
Experts from Imperial College London, writing in The Lancet medical journal, say the type of injuries caused by today's improvised explosive devices and the Great War's artillery munitions are similar in many ways.
Both result in musculoskeletal trauma and nerve injuries which tend to damage upper and lower limbs.
Researchers delved into medical journal archives to find out how approaches to amputations and the treatment of the chronic pain they can cause has changed over the past 100 years.
Between 1914 and 1918, gunshot wounds and damage from explosions resulted in large-scale amputations in field hospitals near the Western Front.
Although 41,000 amputees survived the war, out of seven million British soldiers deployed, medical archives suggest many were left in unspeakable pain.
Writing in The Lancet in 1916, Marmaduke Sheild, a senior consulting surgeon at hospitals treating military casualties in London and Exeter, said that post-amputation pain was "a source of intolerable suffering [to his amputee patients], and of despair to those who fit them with artificial limbs".
He called for surgeons not to use the guillotine method, which involved cutting straight through the limb quickly, because it left the nerves exposed and would be likely to cause stump pain and require more surgery.
Another surgeon recommended a two-stage amputation, with surgeons back in Britain performing a second procedure to reduce pain.
Reports in The Lancet from that time suggest that doctors were frustrated by the lack of progress being made in amputees' treatment.
Stump pain was preventing soldiers from returning to work and normal life.
Even though medical professionals put all their efforts into sharing techniques and experiences to help the injured servicemen, there was little mention of phantom limb pain, although it had been identified around 50 years earlier.
Historian Dr Emily Mayhew, from Imperial College London, who led the research, says 50% of the men who had amputations during World War One ended up returning to hospital for further treatment.
She suggests this figure is similar to the current percentage of amputees who experience post-amputation pain.
"After three years or so they often say the pain is starting to come back," says Dr Mayhew.
"This can be pain in the actual stump that is left over or a phantom pain, which is a very odd sensation of the limb still being there, or the limb in pain still being there.
"It's a bit like when your feet get very cold and feel numb, except that there is nothing there."
Phantom limb pain is now understood to be a consequence of how the nervous system adapts to damage nerves and the loss of a limb.
However, this knowledge doesn't make it any easier to manage.
Nowadays, surgeons try to remove as little of the limb as possible in a process called debridement. They concentrate on stopping the bleeding, taking away the minimum of damaged tissue and tidying up the injured area as much as possible.
Pain medicine specialists, rehabilitation experts and physical therapists then all get involved in treating the patient and lessening any post-amputation pain.
Yet, Professor Andrew Rice, from the department of pain research at Imperial College London, says, treatments are far from effective.
"In the last century, there have been significant advances in our understanding of how the brain and nervous system respond to amputation and nerve injury, in the rehabilitation process and prosthesis technology; but in terms of our therapies for chronic pain that can follow an amputation, really we've not advanced much since the First World War."
But the Great War did give rise to new physiotherapy techniques and is seen as instrumental in the move to create lighter and more flexible artificial limbs.
Hospitals were set up around the country specifically to help solders who had lost limbs, such as Erskine Hospital in Renfrewshire and Queen Mary's Hospital in Roehampton, London.
Dr Mayhew adds: "There was an extraordinary gathering of medical expertise at the time of the First World War. It was the greatest coming together of the medical profession, who were all dedicated to the wounded."
Now, Centres for Blast Injury Studies, like the one at Imperial College London, bring together scientists and medics to try to understand the damage to humans caused by all kinds of weaponry, such as a small piece of shrapnel or an explosive device.
The aim is to understand the impact of these forces at a molecular level, so that the cause of something as miserable as phantom limb pain can finally be unlocked for good.
In the century since World War One, doctors still haven't worked out how to treat the pain commonly felt after a limb is removed.