Of course, it's not clear. A 2007 meta analysis of 17 studies of inflammatory pain (mostly rheumatoid arthritis) found repeated evidence that fish oil consumption caused improvements various measures, such as reduced joint stiffness, pain levels, and number of NSAIDs needed to reduce pain to a reasonable level. While aimed at fellow researchers and not chronic pain suffers, the following quote sums the issue up nicely:
"In order to maximize the therapeutic effects and improve the quality and validity of future trials, it is recommended that all studies report concomitant analgesics and doses since without these data it is difficult to assess the true magnitude of effect of ω-3 PUFA supplementation. In addition, we recommend use of high-dose ω-3 PUFAs (at least 2.7 g/day of EPA and DHA) for a minimum duration of 3 months using a non-olive oil placebo control condition."
Let me briefly explain what's going on here. First, different studies found fairly different levels of improvement, from quite significant, to rather minimal. The authors are suggesting that this may be due to how much other pain relievers (analgesics) participants were allowed to use (sometimes this data wasn't even reported). ω-3 PUFA (omega 3) is the type of polyunsaturated fatty acids in fish oil (and a few other oil types). Finally, they are suggesting that doses of less than 2.7g of ω-3 PUFAs don't consistently lead to improvements, so future studies should set that as the minimum dose. Note also that benefits are not necessarily seen right away, hence the suggestion that studies should be carried out for at least 3 months.
So how many capsules should you take? It's key to understand that a fish oil capsule is not 100% ω-3 PUFAs (epa + dha). Thus, to get 2.7g of omega 3's, you can't just take 3 1g capsules. Instead divide 2.7g by the amount of omega 3's. For instance, that would be 9 capsules of kirkland fish oil.
Note that 2.7g is the minimum. How much more is useful is unclear. Some evidence suggests that a little more, (3.6g) would be better, or even more than that (6g!), but without more research (and without better understanding of the potential downsides of taking that much), it's hard to recommend such a large dose.
PS. I am not an MD. Think for yourself, don't just blindly follow my advice.