Cardiogenic shock (CS) is a complex, life-threatening syndrome characterized by inadequate tissue perfusion due to impaired cardiac function. Acute myocardial infarction (AMI) and acute decompensated heart failure are the leading causes, with mortality remaining high despite advances in revascularization and supportive care. The Society for Cardiovascular Angiography and Interventions (SCAI) classification allows risk stratification and guides clinical decision making by capturing the spectrum of shock severity. Percutaneous mechanical circulatory support (pMCS) devices, such as the intra-aortic balloon pump (IABP) and Impella, aim to stabilize hemodynamics by augmenting cardiac output and unloading the left ventricle. However, randomized trials and meta-analyses have not demonstrated a consistent survival advantage of Impella over IABP, while reporting higher rates of bleeding and vascular complications. Landmark trials, including ECLS-SHOCK and DanGer, have provided conflicting results, likely reflecting differences in baseline severity and timing of device implantation. Veno-arterial extracorporeal membrane oxygenator (VA-ECMO) offers full cardiopulmonary support but increases left ventricular afterload, potentially worsening myocardial injury. Combined strategies such as ECPELLA (Impella + VA-ECMO) or ECMO + IABP may mitigate left ventricle (LV) overload and improve bridging to recovery or advanced therapies, although evidence remains largely observational and complication rates are considerable. In right-sided or biventricular failure, tailored options (e.g., Impella RP, Bi-Pella) guided by invasive hemodynamics may be required. Current evidence suggests that pMCS benefits are limited to carefully selected subgroups, underscoring the importance of early diagnosis, prompt referral, and individualized intervention. Robust randomized data are still needed to define the optimal role of pMCS in AMI-related CS.