Neural prolotherapy, aka perineural therapy, is a superficial injection of a dextrose solution along subcutaneous nerves. The sugar injection works by blocking certain pain-generating receptors and helps heal any nerve damage that might be present.
These injections may only go into the subcutaneous tissue (just beneath the skin), but they have an effect on the deeper structures such as the muscles, ligament, and tendons. The reason for this is, everything is connected! The nerves start in the deeper structures and go to the surface. Therefore, if you help the nerves near the surface, that benefit should span the entire length of the nerve and help pain down below.