Osteoarthritis of the knee generally affects individuals from the fifth decade, the typical age of middle-age athletes. In the early stages, management is conservative and multidisciplinary. It is advisable to avoid sports with high risk of trauma, but it is important that patients continue to be physically active. Conservative management offers several options; however, it is unclear which ones are really useful. This narrative review briefly reports the conservative options for which there is no evidence of effectiveness, or there is only evidence of short-term effectiveness.