The correct measurement of airspeed is a crucial task since a lot of algorithms for the autopilot are based on it and even human pilots depend completely on this reading to take corrective and non-corrective actions to control the aircraft. This work presents a detailed review concerning an important aspect of aeronautical safety, i.e., Pitot tube (PT) icing. The topics covered include first the risks present in flight, relating meteorological conditions, and antecedents of air accidents related to the icing of the PT. Then, the principles of operation of the PT, its conventional design, how such design is currently regulated, as well as unique guidance for experimentation of PT. Also discussed are the principal modelling considerations for the numerical analysis of PTs including the proper selection of geometry, governing equations, turbulence models, and boundary conditions for the simulation of different flight circumstances. This guidance for both experimental and numerical analysis is enriched with a well-selected state the art research. Finally, a summary of the most recent advances and future trends is offered. The outcomes of this review exhibit several interesting ideas showing promising results, such as microwave heating of the pitot surroundings, phase change materials that delay ice formation, and even mechanical internal arrangement of bulkheads to prevent the ice to travel through the throat of the probe. The combined research efforts on novel safety measures and new designs for aeronautical PT represent a remarkable potential to improve flight security.