Systemic thrombolysis is the first-line treatment for patients with high-risk pulmonary embolism or with haemodynamic deterioration on anticoagulation alone; however, it is associated with a high bleeding risk. Mechanical thrombectomy may significantly reduce right ventricular dysfunction without exposing the patient to systemic bleeding complications. No randomized trials comparing the two treatments are available to date. Therefore, the use of mechanical thrombectomy remains controversial. The aim of this article is to provide an update on mechanical thrombectomy, by describing its mechanism of action, reviewing the literature and proposing a therapeutic algorithm.