Osteoid osteoma is the third most common benign bone tumor, with well-known clinical presentation and radiological features. Although surgical excision has been the only therapeutic option for a long time, to date it has been replaced by minimally invasive techniques, which proved satisfactory success rates and low complication occurrence. Therefore, the purpose of this literature review was to describe the main updates of these recent procedures in the field of interventional radiology, with particular attention paid to the results of the leading studies relating to the efficacy, complications, and recurrence rate. Nevertheless, this study aimed to analyze the peculiarities of each reported technique, with specific focus on the possible improvements and pitfalls. Results proved that all mininvasive procedures boast a high success rate with slight number of complications and a low recurrence rate. Radiofrequency ablation is still considered the gold standard procedure for percutaneous treatment of osteoid osteoma, and it has the possibility to combine treatment with a biopsy. Interstitial laser ablation’s advantages are the simplicity of use and a lower cost of the electrodes, while cryoablation allows real-time visualization of the ablated zone, increasing the treatment safety. Magnetic resonance-guided focused ultrasound surgery is the most innovative non-invasive procedure, with the unquestionable advantage to be radiation free.