Acute myocardial infarction (AMI) complicated by cardiogenic shock (CS) is a life-threatening condition frequently encountered in patients with multivessel coronary artery disease (CAD). Despite prompt revascularization, in particular, percutaneous coronary intervention (PCI), and therapeutic and technological advances, the mortality rate for patients with CS related to AMI remains unacceptably high. Differently form a hemodynamically stable setting, a culprit lesion-only (CLO) revascularization strategy is currently suggested for AMI–CS patients, based on the results of recent randomized evidence burdened by several limitations and conflicting results from non-randomized studies. Furthermore, mechanical circulatory support (MCS) devices have emerged as a key therapeutic option in CS, especially in the case of their early implantation without delaying revascularization and before irreversible organ damage has occurred. We provide an in-depth review of the current evidence on optimal revascularization strategies of multivessel CAD in infarct-related CS, assessing the role of different types of MCS devices and highlighting the importance of shock teams and medical care system networks to effectively impact on clinical outcomes.