Preterm birth (PTB) represents a heavy burden in modern obstetrics as it is a major cause of perinatal morbidity and mortality. After the introduction of transvaginal sonography (TVS) screening, secondary prevention of PTB has been re-evaluated on the basis of pre-existing cervical length (CL) and meanwhile the cervical pessary has become an object of increasing interest. This device consists of a silicone cone acting mechanically, that can be easily placed or removed, but whose efficacy is still controversial. Therefore, this study aims to review the most recent evidence regarding its efficacy for prevention of PTB, together with the correct position, the evidence regarding the mechanism of action, the exclusion criteria for pessary placement and the reasons for precocious removal. Overall, it is well tolerated and there are no reports on severe associated side effects. Finally, we discuss published data regarding cervical pessary efficacy. Although results are still conflicting, it seems however to be an effective method for preventing PTB, both in singleton and multiple pregnancies, but further evidence is needed.