Background: Palpation tenderness is a clinically relevant indicator of musculoskeletal pain, yet differences in immediate analgesic response among commonly used physiotherapeutic modalities remain unclear in real-world clinical settings. Objectives: To compare the immediate changes in pressure pain threshold (PPT) among patients who received extracorporeal shockwave therapy (ESWT), interferential current therapy (ICT), or magnetotherapy (MT) as part of routine physical therapy care. Design: Retrospective clinical data analysis using a pre–post intervention comparison. Methods: A total of 105 patient records were retrospectively reviewed. Cases were categorized into ESWT, ICT, or MT based on the device modality documented in the electronic medical records (EMR). PPT was assessed immediately before and after treatment. Within-category changes were analyzed using paired t-tests. Because changes in PPT scores violated normality assumptions, between-category comparisons were performed using the Kruskal–Wallis test with Dunn–Bonferroni post-hoc procedures. Results: ESWT produced the greatest immediate improvement in pressure pain (d<1.2, P<.001), demonstrating significantly larger reductions compared with ICT (d<.8, P<.01) and MT(d<.2, P>.05). Changes in PPT after ICT and MT did not differ significantly (P>.05). Conclusion: ESWT produced the greatest immediate reduction in palpation tenderness, outperforming both ICT and MT. ICT demonstrated moderate improvement, whereas MT showed minimal change. These findings suggest that ESWT may be the most effective modality for rapid short-term pain modulation in musculoskeletal clinical practice.