Immunomodulatory imide drugs (IMiDs), proteasome inhibitors (PIs) and anti-CD38 monoclonal antibodies (MoAbs) are the pillars of modern multiple myeloma (MM) therapy. The prognosis of patients with MM that became refractory to these three classes (triple-class refractory [TCR]) is historically poor. Observational studies indicate an overall response rate of ~30% and overall survival inferior to 1 year with existing therapies. While no randomised trial has been completed in this setting, several agents exploring new mechanisms of action showed activity in TCR MM in single-arm trials, including anti-B-cell maturation antigen (BCMA) chimeric antigen receptor T cells, anti-BCMA antibody-drug conjugates and exportin 1 (XPO1) inhibitors. Among agents in development, anti-BCMA bispecific T-cell engagers (TCE), and non-BCMA TCEs demonstrated activity in most patients. Additionally, specific agents may exhibit unique activity in biologically defined patient subsets, as exemplified by venetoclax in t(11;14) MM. The main open questions in TCR MM are preferred sequence of existing therapies, the utility of sequential use of agents with similar mechanism of action, but different immunotherapy target and the relative efficacy of the different anti-BCMA platforms. Here, we summarise the existing literature and provide general guidance on selecting therapy for this challenging and heterogenous group of patients.