Seventy percent of women with pelvic floor dysfunctions (PFDs) are estimated to present deficient consciousness of their pelvic floor muscles (PFMs) and poor ability to contract them. Improving the proprioception of PFMs, defined as the capacity to know the status and position of each body part, and adequately contracting them could be a protective factor to prevent the appearance of PFDs in the general female population. This study aimed to identify the effectiveness of educational interventions and verbal instructions on how to contract and exercise the PFMs to improve the proprioception of the PFMs in women. A systematic search of studies published in the last 20 years until March 2022 was conducted in the PubMed, Cochrane Library, Web of Science, Scopus, PEDro, Lilacs, and Dialnet databases. A meta-analysis could not be performed due to the heterogeneity in the types of studies and included populations. This review followed the PRISMA guidelines for the design, search, and reporting of studies. The methodological quality was analysed via the PEDro and the Newcastle–Ottawa scales in the case of randomised clinical trials and non-randomised studies, respectively, while the quality of evidence was determined using the SIGN grading system for evidence-based guidelines. Descriptive and experimental studies published in English, Spanish, or Portuguese that evaluated the contractile capability of the PFMs in healthy women or women without a previous diagnosis of PFD were included. Seven articles that included a total of 2507 women were found, three of which were clinical trials with PEDro scores between 5 and 9 points out of 10 and four of which were non-randomised studies with NOS scores between 6 and 8 points out of 10. The outcomes were measured through vaginal palpation, visual observation, questionnaires for PFD symptoms, and self-perception reports. This review discriminated between two types of intervention, educational programmes and verbal instructions, and evaluated the changes observed in PFM strength and knowledgeability and the symptoms of PFDs. The findings showed that educational interventions and verbal instructions improve the proprioception of PFMs in women of all ages that are healthy or without a previous diagnosis of PFDs as well as their knowledge about the pelvic floor, healthy lifestyle habits, and symptoms that are potentially indicative of PFDs. Further high-quality randomised clinical trials are warranted to draw definitive conclusions about the effectiveness of educational interventions to improve the proprioception of the PFMs in women considered healthy or with mild symptoms that may be indicative of PFDs.