Background: Proprioception, the ability to sense the body’s position and movement, is essential for athletic performance and physical well-being. The literature highlights the importance of proprioceptive training in rehabilitation, sports performance, injury prevention, and motor function enhancement. Targeted training programs can improve balance, coordination, motor learning, and overall physical performance. This systematic review aimed to examine the effects of proprioceptive training methods on sports and athletic performance. Methods: A comprehensive search was conducted using the Web of Science, PubMed, and Scopus databases, and a literature review was performed based on the PICO criteria outlined in the abstract and title. Results: Following the search, 178 articles were identified using relevant keywords, of which 19 directly addressed sports performance and were included in this study. The findings revealed that proprioceptive training had a positive influence on various aspects of athletic performance, including physiological capacity, balance, explosive strength, speed, agility, postural stability, knee joint position sense, muscle activation, reduction of chronic joint instability, dribbling, passing, and technical ball-control skills. Conclusions: These results indicate that proprioceptive training can be an effective strategy for experts and coaches to enhance athletes’ physical performance. Primarily, proprioceptive exercises should be used inside and outside the training sessions to enable athletes to interact more effectively with their bodies, reduce the risk of injury, and improve power transfer.