Drug-coated balloons (DCBs) have emerged as a compelling alternative to drug-eluting stents in the treatment of coronary artery disease (CAD), offering the advantage of local drug delivery without permanent vascular scaffold implantation. Initially developed for managing in-stent restenosis, DCBs seem appealing for broader indications, particularly in small vessel disease and bifurcation lesions. While paclitaxel-based DCBs remain the most investigated, newer limus formulations are showing promise and appear to be a valid alternative in early trials. Evidence from recent randomized clinical trials (RCTs) and meta-analyses highlights DCBs as a safe and effective option in selected patients, with potential benefits including lower restenosis rates, reduced need for dual antiplatelet therapy, and avoidance of late stent-related complications. As new large-scale trials near completion, DCBs are poised to take on a broader role in the treatment of CAD, particularly in patients where “leaving nothing behind” offers a clinical advantage. This review offers an overview of the DCB platforms commercially available, showing pharmacological differences, providing current indications in practical guidelines, and analyzing the most recent and impactful RCTs and meta-analyses in the field.