Treatment options for female stress urinary incontinence include pelvic floor muscle training, lifestyle interventions, bladder retraining, pharmacotherapy, anti-incontinence devices and surgery. Several consensus statements recommend pelvic floor muscle training as first line treatment. The aim of this review is to analyse all the currently available data and propose a treatment algorithm for clinical practice. A literature-based critical presentation of all treatment modalities, methods of assessing efficacy and comparison between them using a patient-centered approach was made. Many of the studies are observational, non-randomized with several methodological problems that lead to confusion. Emphasis was made to high quality randomized trials. The proposed treatment algorithm established only on evidence-based data. Management strategy however, must identify patient expectations and involve them in the decision-making more than traditional measures of treatment success.