Invasive fungal infections are an important cause of morbidity and mortality, especially in critically ill patients. Increasing resistance rates and inadequate antifungal exposure have been documented in these patients, due to clinically relevant pharmacokinetic (PK) and pharmacodynamic (PD) alterations, leading to treatment failure. Physiological changes such as third spacing (movement of fluid from the intravascular compartment to the interstitial space), hypoalbuminemia, renal failure and hepatic failure, as well as common interventions in the intensive care unit, such as renal replacement therapy and extracorporeal membrane oxygenation, can lead to these PK and PD alterations. Consequently, a therapeutic target concentration that may be useful for one patient may not be appropriate for another. Regular doses do not take into account the important PK variations in the critically ill, and the need to select an effective dose while minimising toxicity advocates for the use of therapeutic drug monitoring (TDM). This review aims to describe the current evidence regarding optimal PK/PD indices associated with the clinical efficacy of the most commonly used antifungal agents in critically ill patients (azoles, echinocandins, lipid complexes of amphotericin B, and flucytosine), provide a comprehensive understanding of the factors affecting the PK of each agent, document the PK parameters of critically ill patients compared to healthy volunteers, and, finally, make recommendations for therapeutic drug monitoring (TDM) of antifungals in critically ill patients.