Diabetic macular edema (DME)’s therapeutic approach can frequently be challenging. The purpose of the review is to propose evidence-based recommendations on the employment of intravitreal dexamethasone implants (DEX) when approaching patients suffering from DME. Seven national consensuses redacted by different groups of retina specialists from Europe and Asia were examined and confronted. Each consensus was redacted utilizing a Delphi approach, in person meetings, or by reviewing the literature. DEX can be studied as a first-line strategy in individuals suffering from DME with inflammatory OCT biomarkers, in vitrectomized eyes, in patients with recent cardiovascular events, in pregnant women, in patients scheduled to undergo cataract surgery or with poor compliance. The other parameters considered were the indications to the DME treatment, when to switch to DEX, the definition of non-responder to anti-VEGFs agents and to the DEX implant, whether to combine DEX with laser photocoagulation, the association between glaucoma and DEX, and the management of DEX and the cataract. Although several years have passed since the introduction of DEX implants in the DME treatment, there is still not a unified agreement among retina specialists. This paper compares the approach in the DME treatment between countries from different continents and provides a broader and worldwide perspective of the topic.