There is no gold standard for treatment of bone marrow edema syndrome of the hip (BMESH). Usually, treatment is conservative, owing to the favorable and self limiting prognosis. In musculoskeletal disorders, the effectiveness of extracorporeal shock wave therapy (ESWT) has been widely recognized and recent research supports its use in the treatment of the first stages of avascular osteonecrosis of the proximal femur and in other conditions where bone marrow edema is present. On this basis, we performed a prospective study to evaluate the effectiveness of ESWT in normalizing the symptoms and imaging features of BMESH. Twenty consecutive symptomatic patients underwent two treatments of high-energy ESWT and were followed-up at 2, 3 and 6 months, with a final clinical follow-up at mean 15.52 ± 1.91 months. Patients underwent magnetic resonance imaging of the hip and were evaluated according to the Harris hip score. The mean improvement in HHS over the course of the study was of 58.5 ± 14.9 points (p < 0.0001), and the mean edema area reduced from 981.9 ± 453.2 mm(2) pre-treatment to 107.8 ± 248.1 mm(2) at 6 months. ESWT seems to be a powerful, non-pharmacological tool that produces rapid pain relief and functional improvement and aids the normalization of the vascular and metabolic impairments which characterize BMESH.