Context: Proprioception deficits contribute to persistent and recurring physical disability, particularly with shoulder disorders. Proprioceptive training is thus prescribed in clinical practice. It is unclear whether nonsurgical rehabilitation can optimize shoulder proprioception. Objectives: To summarize the available evidence of conservative rehabilitation (ie, nonsurgical) on proprioception among individuals with shoulder disorders. Evidence Acquisition: PubMed, Web of Science, and EBSCO were systematically searched, from inception until November 24, 2019. Selected articles were systematically assessed, and the methodological quality was established using the Dutch Cochrane Risk of Bias Tool and the Newcastle-Ottawa Quality Assessment Scale. The Preferred Reporting Items for Systematic reviews and Meta-Analyses guidelines were utilized for this review. The conservative treatments were categorized as follows: (1) conventional therapy, (2) proprioceptive training, (3) elastic kinesiology tape, and (4) other passive therapies. Evidence Synthesis: Twelve articles were included, yielding 58 healthy control shoulders and 362 shoulders affected by impingement syndrome, glenohumeral dislocations, nonspecific shoulder pain, rotator cuff dysfunction, or subluxation poststroke. The level of agreement between the evaluators was excellent (84.9%), and the studies were evaluated to be of fair to excellent quality (risk of bias: 28.5%–100%). This review suggests, with moderate evidence, that proprioceptive training (upper-body wobble board or flexible foil training) can improve proprioception in the midterm. No decisive evidence exists to suggest that conventional therapy is of added value to enhance shoulder proprioception. Conflicting evidence was found for the improvement of proprioception with the application of elastic kinesiology tape, while moderate evidence suggests that passive modalities, such as microcurrent electrical stimulation and bracing, are not effective for proprioceptive rehabilitation of the shoulder. Conclusions: Proprioceptive training demonstrates the strongest evidence for the effective rehabilitation of individuals with a shoulder proprioceptive deficit. Elastic kinesiology tape does not appear to affect the sense of shoulder proprioception. This review suggests a possible specificity of training effect with shoulder proprioception.