The objective of this study was to test the hypothesis that dry needling is more effective than sham dry needling in the treatment of myofascial pain syndrome (MPS). This was a prospective, double-blinded, randomized-controlled study conducted in an outpatient clinic. Thirty-nine subjects with established myofascial trigger points were randomized into two groups: study group (N = 22) and placebo group (N = 17). Dry needling was applied using acupuncture needles, and sham dry needling was applied in the placebo group. The treatment was composed of six sessions which were performed in 4 weeks; the first four sessions were performed twice a week (for 2 weeks) and the last two, once a week (for 2 weeks). The visual analog scale (VAS) and Short Form-36 (SF-36) were used. When compared with the initial values, VAS scores of the dry needling group following the first and sixth sessions were significantly lower (p = 0.000 and p < 0.000, respectively). When VAS scores were compared between the groups, the first assessment scores were found to be similar, but the second and third assessment scores were found to be significantly lower in the dry needling group (p = 0.034 and p < 0.001, respectively). When SF-36 scores of the groups were compared, both the physical and mental component scores were found to be significantly increased in the dry needling group, whereas only those of vitality scores were found to be increased significantly in the placebo (sham needling) group. The present study shows that the dry needling treatment is effective in relieving the pain and in improving the quality of life of patients with MPS.