Undifferentiated soft tissue sarcomas are a group of diagnostically challenging tumors in the pediatric population. Molecular techniques are instrumental for the categorization and differential diagnosis of these tumors. A subgroup of recently identified soft tissue sarcomas with undifferentiated round cell morphology was characterized by Capicua transcriptional receptor (CIC) rearrangements. Recently, an array-based DNA methylation analysis of undifferentiated tumors with small blue round cell histology was shown to provide a highly robust and reproducible approach for precisely classifying this diagnostically challenging group of tumors. We describe the case of an undifferentiated sarcoma of the abdominal wall in a 12-year-old girl. The patient presented with a voluminous mass of the abdominal wall, and multiple micro-nodules in the right lung. The tumor was unclassifiable with current immunohistochemical and molecular approaches. However, DNA methylation profiling allowed us to classify this neoplasia as small blue round cell tumor with CIC alterations. The patient was treated with neoadjuvant chemotherapy followed by complete surgical resection and adjuvant chemotherapy. After 22 months, the patient is disease-free and in good clinical condition. To put our experience in context, we conducted a literature review, analyzing current knowledge and state-of-the-art diagnosis, prognosis, and clinical management of CIC rearranged sarcomas. Our findings further support the use of DNA methylation profiling as an important tool to improve diagnosis of non-Ewing small round cell tumors.