Procedures such as dry needling (DN) or percutaneous electrical nerve stimulation (PENS) are commonly proposed for the treatment of myofascial trigger points (MTrP). The aim of the present study is to investigate if PENS is more effective than DN in the short term in subjects with mechanical neck pain. This was an evaluator-blinded randomized controlled trial. Subjects were recruited through announcements and randomly allocated into DN or PENS groups. Pain intensity, disability, pressure pain threshold (PPT), range of motion (ROM), and side-bending strength were measured. The analyses included mixed-model analyses of variance and pairwise comparisons with Bonferroni correction. The final sample was composed of 44 subjects (22 per group). Both groups showed improvements in pain intensity (ηp2 = 0.62; p < 0.01), disability (ηp2 = 0.74; p < 0.01), PPT (ηp2 = 0.79; p < 0.01), and strength (ηp2 = 0.37; p < 0.01). The PENS group showed greater improvements in disability (mean difference, 3.27; 95% CI, 0.27–6.27) and PPT (mean difference, 0.88–1.35; p < 0.01). Mixed results were obtained for ROM. PENS seems to produce greater improvements in PPT and disability in the short term.