Study design Systematic Review Objective To evaluate the efficacy of available treatment options for patients with persistent coccydynia through a systematic review. Methods Original peer-reviewed publications on treatment for coccydynia were identified using Preferred Reporting Items for Systematic Reviews and Meta-Analysis (PRISMA) guidelines by performing a literature search of relevant databases, from their inception to January 17, 2020, combined with other sources. Data on extracted treatment outcome was pooled based on treatment categories to allow for meta-analysis. All outcomes relevant to the treatment efficacy of coccydynia were extracted. No single measure of outcome was consistently present among the included studies. Numeric Rating Scale, (NRS, 0–10) for pain was used as the primary outcome measure. Studies with treatment outcome on adult patients with chronic primary coccydynia were considered eligible. Results A total of 1980 patients across 64 studies were identified: five randomized controlled trials, one experimental study, one quasi-experimental study, 11 prospective observational studies, 45 retrospective studies and unpublished data from the DaneSpine registry. The greatest improvement in pain was achieved by patients who underwent radiofrequency therapy (RFT, mean Visual Analog Scale (VAS) decreased by 5.11 cm). A similar mean improvement was achieved from Extracorporeal Shockwave Therapy (ESWT, 5.06), Coccygectomy (4.86) and Injection (4.22). Although improved, the mean change was less for those who received Ganglion block (2.98), Stretching/Manipulation (2.19) and Conservative/Usual Care (1.69). Conclusion This study highlights the progressive nature of treatment for coccydynia, starting with noninvasive methods before considering coccygectomy. Non-surgical management provides pain relief for many patients. Coccygectomy is by far the most thoroughly investigated treatment option and may be beneficial for refractory cases. Future randomized controlled trials should be conducted with an aim to compare the efficacy of interventional therapies amongst each other and to coccygectomy.