Interventional Radiology (IR) has experienced an exponential growth in recent years. Technological advances of the last decades have made it possible to use new treatments on a larger scale, with good results in terms of safety and effectiveness. In musculoskeletal field, painful bone metastases are the most common target of IR palliative treatments; however, in selected cases of bone metastases, IR may play a curative role, also in combination with other techniques (surgery, radiation and oncology therapies, etc.). Primary malignant bone tumors are extremely rare compared with secondary bone lesions: osteosarcoma, Ewing sarcoma, and chondrosarcoma are the most common; however, the role of interventional radiology in this fiels is marginal. In this review, the main techniques used in interventional radiology were examined, and advantages and limitations illustrated. Techniques of ablation (Radiofrequency, Microwaves, Cryoablation as also magnetic resonance imaging-guided high-intensity focused ultrasound), embolization, and Cementoplasty will be described. The techniques of ablation work by destruction of pathological tissue by thermal energy (by an increase of temperature up to 90 °C with the exception of the Cryoablation that works by freezing the tissue up to −40 °C). Embolization creates an ischemic necrosis by the occlusion of the arterial vessels that feed the tumor. Finally, cementoplasty has the aim of strengthening bone segment weakened by the growth of pathological tissue through the injection of cement. The results of the treatments performed so far were also assessed and presented focused the attention on the management of bone metastasis.