The aim of this study is to investigate the efficacy of pulsed electromagnetic field (PEMF) on the alleviation of lumbar myalgia. This is a randomized, real-sham, double blind pilot study. 38 patients were divided into the PEMF group and the Sham group, each of which was composed of 19 patients (1 patient dropped out in the Sham group) of randomized allocation. The PEMF group was treated by using the PEMF device and the Sham group by using a sham device on the lumbar muscle and acupuncture points, three times a week for a total of two weeks. Evaluations of Visual Analogue Scale for bothersomeness (VASB), Visual Analogue Scale for pain intensity (VASP), Oswestry Disability Index (ODI), 36-Item Short Form Health Survey Instrument (SF-36), EuroQol-5Dimension (EQ-5D), Beck's Depression Inventory (BDI) and Roland-Morris Disability Questionnaire (RMDQ), etc. before and 1 week after treatment were carried out. The primary outcome measure was the VASB, measured 1 week after the end of the pulsed electromagnetic therapy. VASB scores for the PEMF group changed by −2.06 ± 2.12 from the baseline, and that for the Sham group changed by −0.52 ± 0.82 (p < 0.05). VASP scores for the PEMF group were reduced by −2.10 ± 2.12 from the base line, and that for the Sham group was reduced by −0.53 ± 1.50 (p < 0.05). PEMF group showed significant improvements in all VASB, VASP, ODI, SF-36, EQ-5D, BDI and RMDQ scores, while the Sham group showed significant improvements in all scores, except the VASP score. However, the VASB, VASP and RMDQ scores of the PEMF group were much lower than those of the Sham group. The two groups showed no significant difference in ODI, SF-36, EQ-5D and BDI. This study demonstrates the effectiveness of PEMF treatment for alleviating lumbar myalgia.