Coccydynia is pain in the coccygeal region, and usually treated conservatively. Extracorporeal shock wave therapy (ESWT) was incorporated as non-invasive treatment of many musculoskeletal conditions. However, the effects of ESWT on coccydynia are less discussed. The purpose of this study is to evaluate the effects of ESWT on the outcomes of coccydynia. Patients were allocated to ESWT (n=20) or physical modality (SIT) group (n=21) randomly, and received total treatment duration of 4 weeks. The visual analog scale (VAS), Oswestry disability index (ODI), and self-reported satisfaction score were used to assess treatment effects. The VAS and ODI scores were significantly decreased after treatment in both groups, and the decrease in the VAS score was significantly greater in the ESWT group. The mean proportional changes in the ODI scores were greater in the ESWT group than in the SIT group, but the between-group difference was not statistically significant. The patients in the ESWT group had significantly higher subjective satisfaction scores than SIT group. The investigators concluded that ESWT is more effective and satisfactory in improving discomfort and disability caused by coccydynia than the use of physical modalities. Thus, ESWT is recommended as an optimal treatment option for patients with coccydynia.