Coronary microvascular dysfunction (CMD) has been increasingly recognized as an important cardiac condition that can cause signs and symptoms of myocardial ischaemia in various clinical settings. The dysfunction is located on the level of the coronary microcirculation with a vessel diameter of <500 µm and can be characterized by structural as well as functional vascular alterations. The underlying mechanisms are diverse, frequently overlapping and still incompletely understood. A common and often underdiagnosed clinical manifestation of CMD is in patients who have angina symptoms yet no obstructive epicardial coronary artery disease nor myocardial disease. There are still very few data regarding the effectiveness of pharmacological treatments for CMD. The current ESC guidelines on the management of stable coronary artery disease suggest using aspirin and statins as well as β-blockers and/or calcium-channel blockers for the treatment of CMD. This review gives an overview of the currently available pharmacological concepts for the treatment of coronary microvascular dysfunction in patients without epicardial coronary artery disease and without myocardial disease.