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The majority of patients achieve substantial pain relief and improved function after total knee arthroplasty (TKA), but a proportion continues to experience life-disturbing persistent postsurgical pain (PPSP) in the months and years after surgery. This study aimed to assess the efficacy of transcutaneous electrical nerve stimulation (TENS), exercise, and pulsed radiofrequency (PRF) treatment on pain severity, neuropathic pain, knee flexion range of motion (ROM), functional status, and patient satisfaction in patients with PPSP after TKA. This is a retrospective study of prospectively collected data. Patients who were identified retrospectively from hospital charts were divided into two groups: group 1 (n = 17) received TENS and exercise treatment and group 2 (n = 22) received TENS, exercise, and PRF application to the dorsal root ganglion (DRG). The following procedure-related parameters were collected from the special registry form: visual analog scale (VAS), Douleur Neuropathique 4 (DN4) questionnaire, knee flexion ROM, the Western Ontario and McMaster Universities Osteoarthritis Index (WOMAC), and patient satisfaction scale scores. The mean follow-up was 253.8 ± 109 days. When the two groups were compared, a significant difference of at least 50% improvement in the VAS (activity) and a significant reduction in the DN4 scores following the last control examination were found in group 2. There was a significant reduction in total WOMAC scores in group 1 compared with group 2 for the four study periods. Higher scores for the patient satisfaction scale were found in group 1 compared with group 2 following the last control examination. Adding PRF to TENS and exercise therapy is useful in reducing the degree of pain and the neuropathic component of PPSP in patients with PPSP.