Background: Coccygodynia is one of the chronic, refractory painful musculoskeletal disorders. Interventional procedures are applied to patients unresponsive to initial treatment in coccygodynia. This study aims to compare the treatment outcomes of ganglion impar block (GIB) and caudal epidural steroid injection (CESI) in patients with chronic coccygodynia. Methods: This study was a prospective randomized comparison study conducted between June 2019 and January 2021. Patients diagnosed with chronic coccygodynia were randomly divided into two groups: the GIB group and the CESI group. The severity of pain, presence of neuropathic pain, and quality of life were evaluated using the Numeric Rating Scale, Leeds Assessment of the Neuropathic Symptoms and Signs Scale, and Short Form-12 Health Survey (SF-12), respectively. Results: A total of 34 patients in each group were included in the final analyses. While there was a significant decrease in pain intensity in both groups in the 3-month follow-up, this decrease was more significant in the GIB group at the 3rd week. There was a significant improvement in the SF-12 physical score and the number of patients with neuropathic pain in both groups in the 3rd week, but this improvement was not observed in the 3rd month. Conclusions: Although GIB may provide more pain relief in short term, both GIB and CESI are useful treatment methods in coccygodynia unresponsive to more conservative treatments.