Radiofrequency (RF) is a minimally invasive procedure used to interrupt or alter nociceptive pathways for treating musculoskeletal pain. It seems a useful tool to relieve chronic pain syndromes, even if, to date, solid evidence is still needed about the effectiveness of this therapy. By this systematic review and meta-analysis, we aimed to evaluate the efficacy of RF in treating musculoskeletal pain. PubMed, Medline, Cochrane, and PEDro databases were searched to identify randomized controlled trials (RCTs) presenting the following: patients with chronic musculoskeletal pain as participants; RF as intervention; placebo, anesthetic injection, corticosteroid injection, prolotherapy, conservative treatment, physiotherapy, and transcutaneous electrical nerve stimulation as comparisons; and pain and functioning as outcomes. Continuous random-effect models with standardized mean difference (SMD) were used to compare the clinical outcomes. Overall, 26 RCTs were eligible and included in the systematic review. All of them analyzed the efficacy of RF in four different regions: cervical and lumbar spine, knee, sacroiliac (SI) joint, shoulder. The outcomes measures were pain, disability, and quality of life. A medium and large effect in favor of the RF treatment group (SMD < 0) was found for the shoulder according to the Visual Analogical Scale and for the SI joint according to the Oswestry Disability Index. A small effect in favor of the RF treatment group (SMD > 0) was found for the spine according to the 36-item Short Form Survey. Non-significant SMD was found for the other outcomes. RF represents a promising therapy for the treatment of chronic musculoskeletal pain, especially when other approaches are ineffective or not practicable. Further studies are warranted to better deepen the effectiveness of RF for pain and joint function for each anatomical region of common application.