Cardiogenic shock (CS) is a life-threatening condition of poor end-organ perfusion, caused by any cardiovascular disease resulting in a severe depression of cardiac output. Despite recent advances in replacement therapies, the outcome of CS is still poor, and its management depends more on empirical decisions rather than on evidence-based strategies. By its side, acute kidney injury (AKI) is a frequent complication of CS, resulting in the onset of a cardiorenal syndrome. The combination of CS with AKI depicts a worse clinical scenario and holds a worse prognosis. Many factors can lead to acute renal impairment in the setting of CS, either for natural disease progression or for iatrogenic causes. This review aims at collecting the current evidence-based acknowledgments in epidemiology, pathophysiology, clinical features, diagnosis, and management of CS with AKI. We also attempted to highlight the major gaps in evidence as well as to point out possible strategies to improve the outcome.