The aims of conservative treatment in patients with ocular melanoma are globe retention, good visual acuity (VA) and local control. Two well-established radiation conservative treatment options are proton beam radiotherapy and episcleral plaque brachytherapy (EPB). Patients who receive treatment with either of these options will experience some degree of radiation-related ocular complications and poor VA. The purpose of this review of the literature is to establish whether there is a significant clinical difference in normal tissue morbidity and local tumour control between proton therapy and EPB, and whether this difference can justify the purchase and implementation of additional proton therapy facilities. Based on this review, evidence suggested that both treatment options are comparable, and that neither proton therapy nor EPB is clinically superior than the other regarding normal tissue morbidity and local tumour control. This review highlighted the need for further research on a larger scale in order to bridge the gap that is apparent within the literature.