Purpose: The purpose of this study was to compare the effectiveness of (a) a self stretching exercise (SSE) maintained below the level of pain with (b) physical therapy (PT) performed without pain limitation in patients with adhesive capsulitis. Methods: Forty-three subjects with frozen shoulder were recruited. Subjects were randomly assigned to one of two groups - an experimental group (SSE group, $n_1=18$) and a control group (PT group, $n_2=25$). The duration of each intervention was five weeks. We assessed night pains, range of motion (ROM), and shoulder function. Results: Overall, subjects in both groups improved over five weeks (p<0.05). The change in the PT group was greater (p<0.05) Conclusion: SSE carried out under the pain threshold may be used to treat patients with adhesive capsulitis SSE can be prescribed with PT as part of a home program or of group management.