Contemporary medical practices allow complete percutaneous coronary intervention (PCI) in a considerable number of patients who previously would have been considered too “high-risk” for such procedures. Use of mechanical circulatory support (MCS) devices during these high-risk PCIs (HR-PCIs) is thought to reduce the potential risk for major adverse events during and after revascularization. The Intra-aortic balloon pump (IABP), veno-arterial extracorporal membrane oxygenation (V-A ECMO), and the Impella are the most common MCS devices in use. This review aims to summarize the clinical evidence for each of these devices and the potential mechanisms for the improvement in patient outcomes in HR-PCI. IABP use has rapidly declined in recent years due to no evidence of benefit in HR-PCI and cardiogenic shock. V-A ECMO results in low rates of major adverse cardiac and cerebrovascular events (MACCEs) but higher rates of acute kidney injury and increased need for transfusions. In initial studies, Impella resulted in a reduced need for repeat interventions and reduced rates of hypotension, but no benefit in mortality. However, MACCE rates with Impella have gradually declined over the last ten years, reflecting increased operator experience and technical improvements. Thus, a large, randomized trial is needed to assess the efficacy of Impella in HR-PCI with contemporary standards of care. There is currently no individual parameter that can identify patients who would benefit from MCS use in elective HR-PCI. To address this gap, we propose an algorithm that combines anatomical complexity, co-morbidities, and clinical presentation to accurately identify candidates for MCS-assisted HR-PCI.