Shock wave lithotripsy (SWL) is an established treatment for renal stones. Although non-invasive, it can cause significant pain and anxiety during the procedure. Our purpose was to review the literature to look at the effect of complimentary therapy in patients undergoing SWL and whether it led to a reduction in the requirement of analgesics and anxiolytics. A systematic review was performed on the use of acupuncture, auricular acupressure, transcutaneous electrical nerve stimulation (TENS) and music during SWL. Only prospective randomized controlled trials were selected. Two reviewers independently extracted the data from each study. Outcomes relating to analgesia requirement, anxiety and stone-free rates (SFR) were compared. Seven papers were identified reporting on 591 patients (acupuncture-3, TENS-1 and music-3). Pain control/analgesia requirement was significantly better in four studies (music-2, acupuncture-1, TENS-1). Significantly lower anxiety was noted in one study with music and two using acupuncture. No difference in SFR was noted with the use of complementary therapy. No major or minor side effects were noted. Complementary therapy for SWL can help lower analgesia requirement and the anxiety associated with it. However, it does not have any effect on the SFR.