One of its most serious complications associated with arthroplasty is the development of infections. Although its prevalence is only between 0.5% and 3%, in some cases it can lead to death. Therefore, an important challenge in joint surgery is the prevention of infections when an arthroplasty is performed. The use of antibiotic-loaded cements could be a suitable tool due to numerous advantages. The main advantage of the use of antibiotic loading into bone cement derives directly from antibiotic release in the effect site, allowing achievement of high concentrations at the site of action, and minimal or no systemic toxicity. This route of administration was first described by Buchholz and Engelbrecht. In the case of infection treatment, this is an established method and its good results have been confirmed. However, its role in infection prevention, and, therefore, the use of these systems in clinical practice, has proved controversial because of the uncertainty about the development of possible antibiotic resistance after prolonged exposure time, their effectiveness, the cost of the systems, toxicity and loosening of mechanical properties. This review discusses all these topics, focusing on effectiveness and safety, antibiotic decisions, cement type, mixing method, release kinetics and future perspectives. The final objective is to provide the orthopaedic surgeons the right information in their clinical practice based on current evidence.