This prospective, randomized trial was performed to compare the results of treating subacromial impingement syndrome of the shoulder by a guided self-training program with the treatment by conventional physiotherapy or a functional brace. Sixty patients with the diagnosis of an outlet impingement syndrome of the shoulder (Neer I and II) were treated either by strengthening the depressors of the humeral head with a guided self-training program, by conventional physiotherapy, or by wearing a functional brace. The Constant-Murley score was assessed after 6 and 12 weeks. Shoulder pain was monitored with a visual analog scale. All three groups showed a significant improvement in shoulder function as well as a significant reduction in pain. There were no statistically significant differences among the groups. Guided self-training can lead to results similar to those of conventional physiotherapy. The comparable effect of the functional brace remains unclear and might be explained by an influence on proprioception.