Among the various non-motor symptoms of Parkinson’s disease (PD), pain is often cited as the most common and debilitating feature. Currently, the literature contains gaps in knowledge with respect to the various forms of treatment available, particularly non-pharmacological therapies. Thus, the purpose of this systematic review is to provide an examination of the literature on non-pharmacological therapies for pain in PD. We compared the findings of research articles indexed within various literature databases related to non-pharmacological treatments of pain in PD patients. Our review identified five major non-pharmacological methods of pain therapy in PD: acupuncture, hydrotherapy, massage therapy, neuromodulation, and exercise. Treatments such as exercise therapy found a reduction in pain perception due to various factors, including the analgesic effects of neurotransmitter release during exercise and increased activity leading to a decrease in musculoskeletal rigidity and stiffness. By the same token, hydrotherapy has been shown to reduce pain perception within PD patients, with authors often citing a combined treatment of exercise and hydrotherapy as an effective treatment for pain management. Multiple methods of neurostimulation were also observed, including deep brain stimulation and spinal cord stimulation. Deep brain stimulation showed efficacy in alleviating certain pain types (dystonic and central), while not others (musculoskeletal). Hence, patients may consider deep brain stimulation as an additive procedure for their current treatment protocol. On the other hand, spinal cord stimulation showed significant improvement in reducing VAS scores for pain. Finally, although the literature on massage therapy and acupuncture effectiveness on pain management is limited, both have demonstrated a reduction in pain perception, with common reasons such as tactile stimulation and release of anti-nociceptive molecules in the body. Although literature pertaining to non-pharmacological treatments of pain in PD is sparse, there is copious support for these treatments as beneficial to pain management. Further exploration in the form of clinical trials is warranted to assess the efficacy of such therapies.