Background and objectives Frozen shoulder is a common painful disease of the shoulder joint characterized by structural changes in the shoulder joint, restricting both active and passive shoulder joint activities. Proprioceptive neuromuscular facilitation (PNF) effectively improved and maintained the range of motion; however, it is not clear whether it can improve the shoulder joint structure in patients with frozen shoulder. This pilot study used magnetic resonance imaging (MRI) observation to assess the improvement of the local structure of the shoulder joint upon PNF treatment to elucidate a target based on structure for the treatment of frozen shoulder. Materials and methods Forty-eight patients with frozen shoulder were randomly divided into the traditional manual therapy group and the PNF technique group. Changes in the thicknesses of the coracohumeral ligament (CHL) and capsule in axillary recess (CAR) of the shoulder joint were observed via MRI upon admission and at 4 weeks after treatment. A visual analog scale (VAS) and passive shoulder range of motion (ROM) at abduction, anteflexion and external rotation position were used to evaluate the improvement of shoulder joint pain and function in the initial, mid-term, and discharge of the two groups of patients. Results The primary outcome results shown that the PNF joint mobilization significantly reduced the thickness of the CHL (p = 0.0217) and CAR (p = 0.0133). Compared with simple joint mobilization, The mid-term and discharge rehabilitation assessment results showed that PNF has a better effect on shoulder pain. At the mid-term evaluation, the ROM of the PNF group was significantly better than that of the Control group in the three directions (p < 0.05). Conclusion As an adjunctive therapy, PNF can improve the shoulder joint structure of patients with frozen shoulder and is an effective treatment strategy for frozen shoulder.