Attentional processes allow the brain to overcome its processing capacities limitations by enhancing relevant visual information and suppressing irrelevant information. Thus attention plays a critical role, shaping our perception of the world. Several models have been proposed to describe the neuronal bases of attention and its mechanistic underlyings. Recent electrophysiological evidence show that attentional processes rely on oscillatory brain activities that correlate with rhythmic changes in cognitive performance. In the present review, we first take a historical perspective on how attention is viewed, from the initial spotlight theory of attention to the recent dynamic view of attention selection and we review their supporting psychophysical evidence. Based on recent prefrontal electrophysiological evidence, we refine the most recent models of attention sampling by proposing a rhythmic and continuous model of attentional sampling. In particular, we show that attention involves a continuous exploration of space, shifting within and across visual hemifield at specific alpha and theta rhythms, independently of the current attentional load. In addition, we show that this prefrontal attentional spotlight implements conjointly selection and suppression mechanisms, and is captured by salient incoming items. Last, we argue that this attention spotlight implements a highly flexible alternation of attentional exploration and exploitation epochs, depending on ongoing task contingencies. In a last part, we review the local and network oscillatory mechanisms that correlate with rhythmic attentional sampling, describing multiple rhythmic generators and complex network interactions.