Sarcomas of the thoracic cavity are rare entities that predominantly affect children and young adults. They can be very heterogeneous encompassing several different histological entities. Ewing Sarcoma (ES) can potentially arise from every bone, soft tissue, or visceral site in the body. However, it represents an extremely rare finding when it affects the thoracic cavity. It represents the second most frequent type of thoracic sarcoma, after chondrosarcoma. ES arises more frequently in sites that differ from the thoracic cavity, but it displays the same biological features and behavior of extra-thoracic ones. Current management of ES often requires a multidisciplinary treatment approach including surgery, radiotherapy, and systemic therapy, as it can guarantee local and distant disease control, at least transiently, although the long-term outcome remains poor. Unfortunately, due to the paucity of clinical trials purposely designed for this rare malignancy, there are no optimal strategies that can be used for disease recurrence. As a result of its complex biological features, ES might be suitable for emerging biology-based therapeutic strategies. However, a deeper understanding of the molecular mechanisms driving tumor growth and treatment resistance, including those related to oncogenic pathways, epigenetic landscape, and immune microenvironment, is necessary in order to develop new valid therapeutic opportunities. Here, we provide an overview of the most recent therapeutic advances for ES in both the preclinical and clinical settings. We performed a review of the current available literature and of the ongoing clinical trials focusing on new treatment strategies, after failure of conventional multimodal treatments.