In recent years, many efforts have been conducted to dissect the genetic basis of yield and yield components in durum wheat thanks to linkage mapping and genome-wide association studies. In this review, starting from the analysis of the genetic bases that regulate the expression of yield for developing new durum wheat varieties, we have highlighted how, currently, the reductionist approach, i.e., dissecting the yield into its individual components, does not seem capable of ensuring significant yield increases due to diminishing resources, land loss, and ongoing climate change. However, despite the identification of genes and/or chromosomal regions, controlling the grain yield in durum wheat is still a challenge, mainly due to the polyploidy level of this species. In the review, we underline that the next-generation sequencing (NGS) technologies coupled with improved wheat genome assembly and high-throughput genotyping platforms, as well as genome editing technology, will revolutionize plant breeding by providing a great opportunity to capture genetic variation that can be used in breeding programs. To date, genomic selection provides a valuable tool for modeling optimal allelic combinations across the whole genome that maximize the phenotypic potential of an individual under a given environment.