An adrenal mass discovered incidentally during imaging for unrelated clinical reasons is termed an “adrenal incidentaloma” (AI). AIs can be categorized as primary or metastatic, functioning or non-functioning, and benign or malignant. The primary goal of radiological evaluation is to exclude malignancy by differentiating between benign and malignant lesions. Most AIs are benign, with adenomas and macronodular bilateral adrenal hyperplasia being the most common types. Less common benign lesions include myelolipomas, pheochromocytomas, cysts, and hematomas. Malignant adrenal masses account for less than 10% of cases and often include metastases from other cancers or primary adrenal diseases, such as adrenocortical carcinoma and pheochromocytoma. Computed Tomography (CT) remains the gold standard for diagnosing adrenal incidentalomas, while Magnetic Resonance Imaging (MRI) and Positron Emission Tomography (PET) are utilized for indeterminate cases. Additionally, innovative imaging techniques such as texture analysis are gaining importance, as they can assess quantitative parameters that are not visible to the human eye. This review aims to provide an updated overview of malignant adrenal lesions on CT and MRI, emphasizing key imaging features suspicious for malignancy to aid in distinguishing between benign and malignant lesions. Furthermore, it highlights the growing role of radiomics as a supportive tool for radiologists.