Medical and technological resources allow many patients affected by advanced diseases to receive more aggressive and expensive treatments than ever before. This wide range of available options can frequently lead to complex end-of-life decisions, such as when to start palliative care programs. Medical futility refers to interventions that are unlikely to produce any significant benefit for the patient. Medical futility is a daily problem, with significant ethical implications and concerns about the respect of the main ethics principles: beneficence, non-maleficence, patient’s autonomy, and justice. Proceeding with futile treatment is neither in the best interests of the patient nor of the healthcare system. This paper examines the definition of futility, applications of the concept of medical futility, the complexities of management when care is considered futile.