The management of exudative retinal diseases underwent a revolution due to the introduction of intravitreal treatments. There are two main classes of intravitreal drugs, namely anti-vascular endothelial growth factors (anti-VEGF) and corticosteroids molecules. The clinical course and the outcome of retinal diseases radically changed thanks to the efficacy of these molecules in determining the regression of the exudation and the restoration of the macular profile. In this review, we described the molecular features of classic retinal drugs, highlighting the main therapeutic targets, and we provided an overview of new emerging molecules. We performed a systematic review of the current literature available in the MEDLINE library, focusing on current intravitreal molecules and on new emerging therapies. The anti-VEGF molecules include Bevacizumab, Pegaptanib, Ranibizumab, Aflibercept, Conbercept, Brolucizumab, Abicipar-pegol and Faricimab. The corticosteroids approach is mainly based on the employment of triamcinolone acetonide, dexamethasone and fluocinolone acetonide molecules. Many clinical trials and real-life reports demonstrated their efficacy in exudative retinal diseases, highlighting differences in terms of molecular targeting and pharmacologic profiles. Furthermore, several new molecules are currently under investigation. Intravitreal drugs focus their activity on a wide range of therapeutic targets and are safe and efficacy in managing retinal diseases.