A longstanding tool to characterize the evolution of open Markovian quantum systems is the GKSL (Gorini-Kossakowski-Sudarshan-Lindblad) master equation. However, in some cases, open quantum systems can be effectively described with non-Hermitian Hamiltonians, which have attracted great interest in the last twenty years due to a number of unconventional properties, such as the appearance of exceptional points. Here, we present a short review of these two different approaches aiming in particular to highlight their relation and illustrate different ways of connecting non-Hermitian Hamiltonian to a GKSL master equation for the full density matrix.