Introduction and Hypothesis: The objective was to evaluate the clinically beneficial effect of adding transvaginal monopolar non-ablative radiofrequency (RF) to pelvic floor muscle training (PFMT) on leakage severity, quality of life and urinary incontinence-related symptoms in women with stress urinary incontinence (SUI). Methods: A double-blind randomised controlled trial was conducted, with a 6-week intervention and a 6-month follow-up. Participants were randomly assigned to the experimental group (PFMT plus RF; n = 18) or the control group (PFMT plus placebo; n = 20). The primary outcome was the International Consultation on Incontinence Questionnaire Short Form (ICIQ-SF). Secondary outcomes included the Pelvic Floor Distress Inventory-20 (PFDI-20) and the Pelvic Floor Impact Questionnaire-7 (PFIQ-7), self-efficacy, female sexual function, pelvic floor muscle dynamometry, 1-h pad test and number of SUI episodes per week. Inferential analyses of the data were performed using a two-factor analysis of variance. Results: Both groups achieved a statistically significant improvement in ICIQ-SF over time. However, the differences observed in the experimental group exceeded the minimal clinically important differences by 4 points (MD = −9.4, 95% CI = −12.6 to −6.3), which was not observed in the control group (MD = −3.9, 95% CI = −6.9 to −1.0). This was maintained at the 6-month follow-up with a significant time*group interaction (p < 0.001, ηp2 = 0.150). There was no time*group interaction in the other variables (p > 0.05). Additionally, a significant difference in favour of the experimental group was observed in the 1-h pad test and episodes of SUI per week (p < 0.05). Conclusions: This study highlights the beneficial effects of adding transvaginal RF to PFMT on the severity and amount of leakage, as well as on the quality of life and urinary incontinence-related symptoms in women with moderate SUI. Future trials are needed to assess the effects of this intervention in women with severe SUI.