Coronary microembolization (CME) is defined as atherosclerotic plaque erosion, spontaneous rupture, or rupture of the plaque while undergoing interventional therapy resulting in the formation of tiny emboli that obstruct the coronary microcirculatory system. For percutaneous coronary intervention, CME is a major complication, with a periprocedural incidence of up to 25%. Recent studies have demonstrated that regulatory cell death (RCD) exerts a profound influence on CME through its modulation of inflammatory responses, oxidative stress, cell death, and angiogenesis. RCD, including apoptosis, autophagy, and pyroptosis, is a unique class of genetically highly regulated death patterns pervasive in instances of coronary microembolization. The aim of this review is to summarize the currently known molecular mechanisms underlying CME. Further investigations of the RCD mechanisms may unravel new avenues for the prevention and treatment of CME.