Musculoskeletal disorders are the most common cause of pain and functional limitation in the general population. The study aim was to evaluate short-wave diathermy (SWD) effects on pain and quality of life in people with musculoskeletal disorders. Eighty participants (31 men, mean age 56 ± 12.49 years) were enrolled, recruiting from outpatient clinics at the Rehabilitation Unit, University Hospital, Padova. Inclusion criteria were pain lasting more than 15 days, pain visual analog scale (VAS) score higher than 50/100 mm, and a diagnosis of osteoarthritis, neck/back pain, or tendinopathies. All participants underwent ten sessions of percutaneous SWD, 3 times/week. Each session lasted 15–20 min, with frequencies of 4 or 8 MHz and heat intensity between 40 and 60 W. Outcomes were assessed before and after treatment. Primary outcome was pain reduction, evaluated by short form McGill pain questionnaire, which includes VAS and present pain intensity (PPI). Secondary outcome was improvement in social and work-related activity limitations. Participants were grouped based on classification of pain [nociceptive and neuropathic pain (group A) vs nociceptive only (group B)]. VAS and PPI improved significantly (p < 0.01). No difference in pain reduction (VAS and PPI) emerged between the groups. Limitations due to pain in work-related and non-work-related activities decreased (p < 0.01); use of pain medications was reduced at T1 vs T0 (p < 0.01). Our results suggest that SWD is effective in reducing musculoskeletal pain in the short term, providing relief and improving quality of life.