Despite the amount of research that has been conducted on phantom limb pain (PLP), the etiology of the condition remains unknown, and treatment options are limited. After an individual loses a limb, the brain continues to detect the presence of the missing limb even though it is no longer attached to the body, likely through proprioceptive signals. The majority of patients with amputations either report the feeling of volitional control over their phantom or a phantom limb that is frozen in a specific position. Many patients also experience PLP. Here we propose a new theory, termed "proprioceptive memory," which may explain some of the unique experiences amputees encounter. We also suggest that memories of the limb's position prior to amputation remain embedded within an individual's subconscious, and pain memories that may be associated with each limb position contribute not only to PLP, but to the experience of a fixed or frozen limb. We suspect that there are memory networks for pain--and other sensations, either positive or negative--that are associated with each limb position, and propose that these memories evolved to protect our bodies from repeated injury. A discussion of mirror therapy as a treatment option for PLP is also provided, as well as an explanation for the efficacy of mirror therapy. The paper offers a unique insight into how and why amputees experience these unusual phenomena.