Adrenal masses are mainly detected unexpectedly by an imaging study performed for reasons unrelated to any suspect of adrenal diseases. Such masses are commonly defined as “adrenal incidentalomas” and represent a public health challenge because they are increasingly recognized in current medical practice. Management of adrenal incidentalomas is currently matter of debate. Although there is consensus on the need of a multidisciplinary expert team evaluation and surgical approach in patients with significant hormonal excess and/or radiological findings suspicious of malignancy demonstrated at the diagnosis or during follow-up, the inconsistency between official guidelines and the consequent diffuse uncertainty on management of small adrenal incidentalomas still represents a considerable problem in terms of clinical choices in real practice. The aim of the present work is to review the proposed strategies on how to manage patients with adrenal incidentalomas that are not candidates to immediate surgery. The recent European Society of Endocrinology/European Network for the Study of Adrenal Tumors guidelines have supported the view to avoid surveillance in patients with clear benign adrenal lesions <4 cm and/or without any hormonal secretion; however, newer prospective studies are needed to confirm safety of this strategy, in particular in younger patients.