Critically ill patients with infection in the intensive care unit (ICU) would certainly benefit from timely bacterial identification and effective antimicrobial treatment. Diagnostic techniques have clearly improved in the last years and allow earlier identification of bacterial strains in some cases, but these techniques are still quite expensive and not readily available in all institutions. Moreover, the ever increasing rates of resistance to antimicrobials, especially in Gram-negative pathogens, are threatening the outcome for such patients because of the lack of effective medical treatment; ICU physicians are therefore resorting to combination therapies to overcome resistance, with the direct consequence of promoting further resistance. A more appropriate use of available antimicrobials in the ICU should be pursued, and adjustments in doses and dosing through pharmacokinetics and pharmacodynamics have recently shown promising results in improving outcomes and reducing antimicrobial resistance. The aim of multidisciplinary antimicrobial stewardship programs is to improve antimicrobial prescription, and in this review we analyze the available experiences of such programs carried out in ICUs, with emphasis on results, challenges, and pitfalls. Any effective intervention aimed at improving antibiotic usage in ICUs must be brought about at the present time; otherwise, we will face the challenge of intractable infections in critically ill patients in the near future.