Statins are the cornerstone of lipid-lowering therapies effective for cardiovascular risk reduction. Although they are generally well tolerated, statin intolerance (SI) is frequent in clinical practice, and it is usually related to the onset of muscle symptoms, which are defined under the acronym SAMS (Statin-Associated Muscle Side Effects). These side effects are responsible for statin treatment discontinuation that results in increased cardiovascular risk. The National Lipid Association (NLA) has recently provided an updated definition of statin intolerance, and a distinction between complete and partial statin intolerance has been reported. The evaluation of symptom severity and the presence of muscle damage biomarker alterations make it essential to adopt a patient-centered approach aimed at obtaining a personalized therapeutic strategy. Firstly, it could be useful to administer a different statin, reduce the dosage or adopt an alternate dosage regimen. However, some patients are unable to tolerate any statin at every dosage, or despite taking statins at the maximum tolerated dose, they fail to achieve the recommended LDL-C target, and thus it is necessary to introduce a non-statin hypolipidemic treatment. Ezetimibe, proprotein-convertase subtilisin/kexin type 9 (PCSK9) inhibitors such as monoclonal antibodies (alirocumab and evolocumab) or RNA messenger silencing (inclisiran), bempedoic acid or nutraceuticals are non-statin lipid-lowering therapies that could be used as an alternative or in addition to statins to achieve an early and sustained LDL-C reduction in clinical practice. In this review, we evaluated SI management focusing on non-statin lipid lowering therapies and their implications in lipid lowering approaches in clinical practice.