Proprioception is a key factor for human motor control and postural stability. Knee osteoarthritis (KOA), a chronic degenerative osteoarthropathy induced by multiple factors, is often accompanied by impaired proprioception, joint pain, decreased balance ability, abnormal gait, and other symptoms. Muscle strengthening and joint range of motion training have long been cornerstones of KOA rehabilitation, consistently demonstrating significant functional benefits. However, despite the diversity of proprioceptive training modalities currently available, their clinical efficacy warrants further investigation. This review examines existing proprioceptive rehabilitation strategies for KOA from three distinct perspectives— peripheral, central, and combined central-peripheral rehabilitation. It provides an analysis of the advantages and mechanisms of each therapeutic approach and discusses novel technologies as well as future research directions aimed at enhancing proprioceptive function in KOA patients.