The term myocardial infarction with non-obstructive coronary arteries (MINOCA), defines a puzzling event occurring in the absence of obstructive coronary artery disease on coronary angiography and without an overt potential cause. However, a practical diagnostic work-up is often difficult, due to the heterogeneous etiologies and pathophysiology of MINOCA. This review aims to provide a comprehensive overview focusing on epidemiology, etiopathogenesis, diagnostic tools and therapeutic strategies for subjects with MINOCA, in order to provide a prompt and accurate diagnostic work-up and an adequate therapeutic approach in this subset population. This educational review was carried out by following the standard methods of the Cochrane Collaboration and the PRISMA statement. The terms "MINOCA" OR ("myocardial infarction" AND ("non-obstructive" OR "non-obstructive")) were searched in PubMed and Embase databases (in Title and/or Abstract) from 1st January 2003 until 31st May 2022. Etiologic findings, clinical presentation and the degree of hemodynamic impairment play a pivotal role in defining the patient's natural history and prognostic outcome, and may significantly impact on the decision-making strategies and therapeutic approaches. Despite further advances in diagnostic and therapeutic strategies, MINOCA remains a challenging conundrum in clinical practice. Clinicians should be aware of the different potential etiologies and pathogenic mechanisms of MINOCA, in order to carry out a comprehensive diagnostic work-up and implement a tailored therapeutic approach.