Background: Frozen shoulder (FS) is a highly disabling pathology of poorly understood etiology, which is characterized by the presence of intense pain and progressive loss of range of motion (ROM). The aim of this study is to evaluate the feasibility and clinical impact of a CNS-focused treatment program for people with FS. Methods: 10 subjects with primary FS received a 10-week CNS-focused intervention including sensory discrimination training and graded motor imagery techniques delivered as clinic sessions (60 min) and home therapy (30 min five times per week). Measurements were taken at baseline, after a 2-week “washout” period, after treatment, and at three months follow-up. The Shoulder Pain and Disability Index (SPADI) was the primary outcome. Secondary measures were feasibility-related outcomes, self-reported shoulder pain, active and passive range of motion, two-point discrimination threshold (TPDT), left/right judgement task (LRJT), fear-avoidance (Tampa Scale for Kinesiophobia), pain catastrophization (Pain Catastrophizing Scale), and pain sensitization (Central Sensitization Inventory). A Student’s t-test was used to assess the “washout” period. A repeated measure analysis of variance (ANOVA) was used to evaluate within-subjects’ differences for all outcome measures in the different assessment periods and a pairwise analysis was used to compare between the different assessment points. Statistical significance was set at p < 0.05. Results: 70% of participants completed the treatment. No significant changes were found after “washout” period except for TPDT (p = 0.02) and SPADI (p = 0.025). Improvements in self-reported shoulder pain (p = 0.028) and active shoulder flexion (p = 0.016) were shown after treatment (p = 0.028) and follow-up (p = 0.001) and in SPADI at follow-up (p = 0.008). No significant changes were observed in TPDT, LRJT, fear-avoidance, pain catastrophization, and pain sensitization. Conclusions: a CNS-focused treatment program might be a suitable approach to improve pain and disability in FS, but further research is needed to draw firm conclusions.