Chronic pain is a non-motor symptom affecting from 60 to 80% of patients with Parkinson’s disease (PD). PD patients can suffer from different types of pain, either specific or not specific of the disease, and depending on various pathophysiological mechanisms (nociceptive, nociplastic or neuropathic), which can be present at any stage of the disease. Non-pharmacological interventions (NPIs) are essential to complement routine care interventions in PD pain management. Moreover, in the literature, it has been shown that 42% of PD patients are already using complementary therapies. Hence, our aim was to investigate the effectiveness and safety of NPIs for pain management in PD. A systematic review was conducted in accordance with the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) statement. Eighteen published randomized control trials (RCTs) were included between 2004 and 2021 leading to a total of 976 PD patients. From them, we reported fifteen different NPIs classified in seven categories: physical exercises, balneotherapy, manual therapy, acupuncture, botanical preparation, body-psychological practice and multiprotection care. Our results have shown that NPIs for PD pain management had a low-to-moderate level of evidence showing mainly favourable results, even if some NPIs presented inconclusive results. Moreover, our review highlighted the clinical relevance of some specific NPIs in PD pain management: NPIs consisting of active physical activities, opposed to passive activities. The safety of NPIs was also confirmed since only few minor transient adverse events were reported. Nevertheless, even if some interesting results were found, the methodology of future studies needs to be more robust and to include comprehensive descriptions in order to offer reliable and sound recommendations to clinicians.