Background: Sensory discrimination training (SDT) is a form of feedback guided sensory training used in the treatment of chronic musculoskeletal pain (CMP). Objective: This systematic review aimed to investigate the efficacy and safety of SDT for CMP. Methods: MEDLINE, CINAHL, EMBASE, AMED, CENTRAL, PsycINFO, Scopus, OT Seeker, PEDro, ETHOS, Web of Science, and Open Grey were searched for appropriate randomized controlled trials (RCTs). Included papers were assessed for risk of bias, and evidence was graded using the GRADE approach. The protocol was published on PROSPERO (anonymized). Results: Ten RCTs met the inclusion/exclusion criteria. There was conflicting evidence from seven RCTs for the efficacy of SDT for chronic low back pain (CLBP). There was very low-quality evidence from two studies supporting the efficacy of SDT for phantom limb pain (PLP). There was very low-quality evidence from one RCT for the efficacy of SDT for Fibromyalgia. No adverse effects of SDT were identified. Conclusions: SDT has been delivered in multiple forms in the literature. SDT does not appear to be associated with any adverse effects and shows potential regarding its clinical efficacy. However, there is a lack of high-quality evidence upon which to make any firm clinical recommendations.