Monte Carlo (MC) simulations play an important role in radiotherapy, especially as a method to evaluate physical properties that are either impossible or difficult to measure. For example, MC simulations (MCSs) are used to aid in the design of radiotherapy devices or to understand their properties. The aim of this article is to review the MC method for device simulations in radiation therapy. After a brief history of the MC method and popular codes in medical physics, we review applications of the MC method to model treatment heads for neutral and charged particle radiation therapy as well as specific in-room devices for imaging and therapy purposes. We conclude by discussing the impact that MCSs had in this field and the role of MC in future device design.