Orthodontic miniscrews (OM) are widely used in modern orthodontic clinical practice to improve skeletal anchorage and have a high safety profile. A complication at the time of OM insertion is tooth root perforation or periodontal ligament trauma. Rarely, OM injury can cause permanent damage, such as ankylosis, osteosclerosis, and loss of tooth vitality. The aim of this work was to analyze potential risks and dental complications associated with the use of OMs. A search of the PubMed, Cochrane, Web of Science, and Scopus databases was conducted without a time limit using the keywords “orthodontic mini-screw” and “dental damage”, resulting in 99 studies. After screening and eligibility, including articles obtained through a citation search, 13 articles were selected. Four studies revealed accidental injuries caused by OM. Most of the damage was localized at the root level and resolved spontaneously with restorative cement formation after prompt removal of the OM, while the pain disappeared. In some cases, irreversible nerve damage, extensive lesions to the dentin–pulp complex, and refractory periapical periodontitis occurred, requiring endodontic and/or surgical treatment. The choice of insertion site was the most important element to be evaluated during the application of OMs.