Conservative management is the primary option for most women with stress, urgency, or mixed incontinence. Treatment is readily available, is free from complications, and is effective for patients awaiting or unsuitable for surgery. Good results can be obtained with pelvic floor muscle exercises (PFMEs), which underpin all conservative management, with or without lifestyle intervention (e.g., weight loss, smoking cessation, reduced caffeine intake), bladder retraining, and anti-incontinence devices (e.g., vaginal cones). However, a lack of randomised controlled trials using standardised treatment programmes makes it difficult to identify the advantages and disadvantages of different conservative approaches. Poor long-term patient compliance and inadequate training for nurses and therapists involved in conservative management of urinary incontinence are likely to have a significant negative impact on outcomes. Better patient support and improved education for professionals, together with more research into optimal methodology, are needed to ensure that full benefits are achieved.