Proprioception plays an important role in the control and coordination of human movement by providing information about joint position, body movement, and spatial orientation. Damage to the nervous system may disturb this sensory feedback and consequently affect balance, gait, coordination, postural stability, and functional independence. Conditions such as stroke, spinal cord injury, multiple sclerosis, traumatic brain injury, and other neurological disorders may therefore benefit from rehabilitation approaches that specifically address sensory–motor deficits. This analytical study explores the therapeutic significance of proprioceptive training in neurological physiotherapy, focusing on its potential contribution to postural control, balance, gait performance, coordination, and functional mobility. Different approaches, including weight-bearing exercises, joint-position activities, closed-chain exercises, balance and perturbation training, task-oriented practice, and technology-supported rehabilitation, are examined in relation to neurological recovery. The available evidence indicates that systematic proprioceptive training may improve the ability to receive, interpret, and respond to sensory information during movement and may consequently support better functional performance. Nevertheless, the effectiveness of training may differ according to the type and severity of neurological impairment, sensory deficits, cognitive abilities, exercise intensity, and patient participation. Proprioceptive training should therefore be adapted to individual functional needs and progressively incorporated into a broader rehabilitation programme. Combining proprioceptive exercises with conventional physiotherapy, strengthening, balance activities, and task-specific functional practice may provide a more comprehensive approach to neurological rehabilitation. Conclusively, proprioceptive training has considerable therapeutic relevance and can serve as an important component of patient-centred neurological physiotherapy.