Diffusion-weighted imaging (DWI) with an apparent diffusion coefficient (ADC) value is a relatively new magnetic resonance imaging (MRI) sequence that provides functional information on the lesion by measuring the microscopic movement of water molecules. While numerous studies have evaluated the promising role of DWI in musculoskeletal radiology, most have focused on tumorous diseases related to cellularity. This review article aims to summarize DWI-acquisition techniques, considering pitfalls such as T2 shine-through and T2 black-out, and their usefulness in interpreting musculoskeletal diseases with imaging. DWI is based on the Brownian motion of water molecules within the tissue, achieved by applying diffusion-sensitizing gradients. Regardless of the cellularity of the lesion, several pitfalls must be considered when interpreting DWI with ADC values in musculoskeletal radiology. This review discusses the application of DWI in musculoskeletal diseases, including tumor and tumor mimickers, as well as non-tumorous diseases, with a focus on lesions demonstrating T2 shine-through and T2 black-out effects. Understanding these pitfalls of DWI can provide clinically useful information, increase diagnostic accuracy, and improve patient management when added to conventional MRI in musculoskeletal diseases.