The aim of our study was to investigate by ultrasound (US) the anatomical structures affected during a new episode of bilateral painful shoulder in patients with polymyalgia rheumatica (PMR) and rheumatoid arthritis (RA) and to compare the findings between these two conditions. PMR and RA patients complaining of new onset bilateral painful shoulder were included. Subjects without any known rheumatic condition with a new onset unilateral painful shoulder were assessed as a control group. US evaluation includes the depiction subacromial-subdeltoid (SAD) bursitis, long head biceps (LHB) tenosynovitis and/or gleno-humeral (GH) synovitis. Thirty patients with PMR, 30 with RA, and 60 controls were included for a total of 60 shoulders per group. Unilateral SAD bursitis and LHB tenosynovitis were significantly more frequent in patients with PMR when compared to those with RA (p < 0.0001 and p < 0.01, respectively) and controls (p < 0.001 and p < 0.01, respectively). Unilateral GH synovitis was more common in RA than in PMR and controls (p < 0.05 and p < 0.01, respectively). Bilateral SAD bursitis was significantly more frequent in patients with PMR than in those with RA (p < 0.01) as was bilateral LHB tenosynovitis (p < 0.01). No significant differences were found in bilateral GH synovitis. US-detected periarticular inflammatory involvement more frequently in PMR both unilaterally and bilaterally and intra-articular inflammatory involvement was commonly in RA but only unilaterally.