Cutaneous melanoma is the main cause of death for skin cancer. The majority of patients with a diagnosis of melanoma have localized disease, which can be successfully treated with surgical treatment. However, the surgical approach is not curative for advanced melanoma (AM). Indeed, the management of AM is still challenging, since melanoma is the solid tumor with the highest number of mutations and cancer cells have the capacity to evade the immune system. In the past, the treatment of AM relied on chemotherapeutic agents, without showing efficacy data. Recent knowledge on melanoma pathogenesis as well as the introduction of immunotherapies, targeted therapies vaccines, small molecules, and combination therapies has revolutionized AM management, showing promising results in terms of effectiveness and safety. The aim of this review is to assess and to discuss the role of emerging therapies for AM management in order to obtain a complete overview of the currently available treatment options and future perspectives.