Pulmonary embolism (PE) is a common acute cardiovascular condition. Within this review, we discuss the incidence, pathophysiology, and treatment options for patients with high-risk and massive pulmonary embolisms. In particular, we focus on the role of mechanical circulatory support devices and their possible therapeutic benefits in patients who are unresponsive to standard therapeutic options. Moreover, attention is given to device selection criteria, weaning protocols, and complication mitigation strategies. Finally, we underscore the necessity for more comprehensive studies to corroborate the benefits and safety of MCS devices in PE management.