Background: There is a lack of evidence of the relative effects of different exercise modes on pain sensitization and pain intensity in individuals with knee osteoarthritis (KOA). Methods: Ninety individuals with radiographic and symptomatic KOA, ineligible for knee replacement surgery, were randomized to 12 weeks of twice-weekly strength training in addition to neuromuscular exercise and education (ST+NEMEX-EDU) or neuromuscular exercise and education alone (NEMEX-EDU). Outcomes were bilateral, lower-leg, cuff pressure pain-and tolerance thresholds (PPT, PTT), temporal summation (TS), conditioned pain modulation (CPM), self-reported knee pain intensity and number of painful body sites. Results: After 12 weeks of exercise, we found significant differences in increases in PPT (−5.01 kPa (−8.29 to −1.73, p = .0028)) and PTT (−8.02 kPa (−12.22 to −3.82, p = .0002)) in the KOA leg in favour of ST+NEMEX-EDU. We found no difference in effects between groups on TS, CPM or number of painful body sites. In contrast, there were significantly greater pain-relieving effects on VAS mean knee pain during the last week (−8.4 mm (−16.2 to −0.5, p = .0364) and during function (−16.0 mm (−24.8 to −7.3, p = .0004)) in favour of NEMEX-EDU after 12 weeks of exercise. Conclusion: Additional strength training reduced pain sensitization compared to neuromuscular exercise and education alone, but also attenuated the reduction in pain intensity compared to neuromuscular exercise and education alone. The study provides the first dose-and type-specific insight into the effects of a sustained exercise period on pain sensitization in KOA. Future studies are needed to elucidate the role of different exercise modes.