Objective: IgA vasculitis (IgAV), previously named as Henoch–Schönlein purpura, is the most frequent systemic vasculitis in children. In adults, IgAV is less common although it is associated with more severe disease. In fact, the frequency of glomerulonephritis (referred to as IgAV nephritis) in adults is higher than in children and tends to present more severely, with around 10–30% of those affected eventually progressing to end-stage renal disease. In this review, we describe the pathophysiology, main clinical features, diagnosis of the disease, and latest clinical data regarding IgAV therapy. Methods: A narrative literature review, primarily based on articles published in PubMed, was conducted. In addition to discussing the main aspects of glucocorticoids and conventional disease-modifying drugs used in the management of IgAV, this review focuses on the latest information reported regarding biologics and potential future therapies. Results: Glucocorticoids are the first-line therapy for IgAV, especially in adults with severe manifestations. Colchicine, dapsone, and methotrexate can be useful for controlling minor manifestations. Several immunomodulatory agents, such as cyclosporine A, tacrolimus, and mycophenolate mofetil, have shown favorable results as glucocorticoid-sparing agents. Leflunomide has shown promising results but requires further study. The use of rituximab has demonstrated efficacy in reducing relapse frequency, lowering the cumulative glucocorticoid burden, and achieving long-term remission of the disease in children and adults with IgAV. Immunoglobulins and plasma exchange therapy can also be useful in difficult and life-threatening situations. Other potential therapies with encouraging results include TRF-budesonide, B-cell-directed therapy, B-cell-depleting agents, sodium–glucose cotransporter-2 inhibitors, endothelin receptor antagonists, and complement pathway inhibitors. Conclusions: Glucocorticoids are the first-line therapy for IgAV, especially in adults with severe manifestations. The role of various immunomodulatory therapies, such as calcineurin inhibitors and mycophenolate mofetil, remains promising, while rituximab reduces the long-term side effects of glucocorticoids and can help achieve disease remission. Other potential therapies with encouraging results require further research.