This systematic review synthesizes evidence on non-pharmacological interventions for managing acute, non-traumatic musculoskeletal pain (<6 weeks) and summarizes findings across efficacy, safety, acceptability, and cost-related considerations. A structured literature search was conducted on 15 June 2025 across four databases (PubMed/MEDLINE, the Cochrane Library, Embase, and Scopus) for publications from 1 January 2021 to 15 June 2025, supplemented by targeted website screening, outreach to relevant organisations, and backward citation searching. Study selection followed PRISMA 2020 with deduplication, title/abstract screening, and full-text assessment; 18 studies meeting the acute <6 weeks criterion was included in the final evidence base and narratively synthesized. Across the included evidence, advice to remain active and graded mobilization were consistently represented as core components of care, while selected modalities (e.g., superficial heat and transcutaneous electrical nerve stimulation) demonstrated short-term symptom relief in some settings. Evidence for cryotherapy was inconsistent and generally of low certainty in acute sprain populations, and findings for manual therapy and complementary approaches were heterogeneous and often condition-specific. Psychoeducational approaches were associated with improvements in pain-related cognitions (e.g., catastrophizing) in limited pilot evidence. Overall, the literature supports a pragmatic multimodal approach that prioritizes early activity and function, complemented by short-acting physical/neuromodulatory modalities and brief psychoeducation when appropriate; however, heterogeneity of populations, intervention parameters, and outcomes limits definitive comparative conclusions, and longer-term trials of predefined combinations are needed. The article will be helpful to clinicians, physiotherapists, pain specialists, and researchers developing integrated models of non-pharmacological rehabilitation.