Despite an improvement in pharmacological therapies and mechanical reperfusion, the outcome of patients with acute myocardial infarction (AMI) is still suboptimal, especially in patients with cardiogenic shock (CS). The incidence of CS accounts for 3–15% of AMI cases, with mortality rates of 40% to 50%. In contrast to a large number of trials conducted in patients with AMI without CS, there is limited evidence-based scientific knowledge in the CS setting. Therefore, recommendations and actual treatments are often based on registry data. Similarly, knowledge of the available options in terms of temporary mechanical circulatory support (MCS) devices is not equally widespread, leading to an underutilisation or even overutilisation in different regions/countries of these treatment options and nonuniformity in the management of CS. The aim of this article is to provide a critical overview of the available literature on the management of CS as a complication of AMI, summarising the most recent evidence on revascularisation strategies, pharmacological treatments and MCS use.