The assembly of soft colloidal particles at fluid interfaces is reviewed in the present paper, with emphasis on the particular case of microgels formed by cross-linked polymer networks. The dual polymer/colloid character as well as the stimulus responsiveness of microgel particles pose a challenge in their experimental characterization and theoretical description when adsorbed to fluid interfaces. This has led to a controversial and, in some cases, contradictory picture that cannot be rationalized by considering microgels as simple colloids. Therefore, it is necessary to take into consideration the microgel polymer/colloid duality for a physically reliable description of the behavior of the microgel-laden interface. In fact, different aspects related to the above-mentioned duality control the organization of microgels at the fluid interface, and the properties and responsiveness of the obtained microgel-laden interfaces. This works present a critical revision of different physicochemical aspects involving the behavior of individual microgels confined at fluid interfaces, as well as the collective behaviors emerging in dense microgel assemblies.