Pancreatic pseudocysts frequently occur in the context of acute or chronic pancreatitis and seldom appear as a post-surgical outcome or trauma. Complicated pancreatic pseudocysts represent extremely rare entities but still life-threatening situations, including infection, hemorrhage, rupture, pseudoaneurysms, pancreatic fistulas, obstructions, and splenic complications. Premature diagnosis, based on transabdominal ultrasonography or computed tomography, is crucial for the early therapeutic approach. Conservative treatment, surgical and endoscopic intervention consist the therapeutic options. Thus, management of the complicated pseudocysts demands a multidisciplinary team eligible to cope with complications that might even occur due to the intervention. Pancreatic pseudocysts represent a challenge for clinical doctors.