Objectives: To analyze the use and prognostic impact of active mechanical circulatory support (MCS) devices in a large prospective contemporary cohort of patients with cardiogenic shock (CS) complicating acute myocardial infarction (AMI). Background: Although increasingly used in clinical practice, data on the efficacy and safety of active MCS devices in patients with CS complicating AMI are limited. Methods: This is a predefined subanalysis of the CULPRIT-SHOCK randomized trial and prospective registry. Patients with CS, AMI and multivessel coronary artery disease were categorized in two groups: (1) use of at least one active MCS device vs. (2) no active MCS or use of intra-aortic balloon pump (IABP) only. The primary endpoint was a composite of all-cause death or renal replacement therapy at 30 days. Results: Two hundred of 1055 (19%) patients received at least one active MCS device (n = 112 Impella®; n = 95 extracorporeal membrane oxygenation (ECMO); n = 6 other devices). The primary endpoint occurred significantly more often in patients treated with active MCS devices compared with those without active MCS devices (142 of 197, 72% vs. 374 of 827, 45%; p < 0.001). All-cause mortality and bleeding rates were significantly higher in the active MCS group (all p < 0.001). After multivariable adjustment, the use of active MCS was significantly associated with the primary endpoint (odds ratio (OR) 4.0, 95% confidence interval (CI) 2.7–5.9; p < 0.001). Conclusions: In the CULPRIT-SHOCK trial, active MCS devices were used in approximately one fifth of patients. Patients treated with active MCS devices showed worse outcome at 30 days and 1 year.