Therapeutic drug monitoring (TDM) is a useful tool for decision-making process in patients with inflammatory bowel disease (IBD) treated with anti TNF-α drugs, especially when experiencing loss of response. Growing evidences support the existence of exposure-response relationship with vedolizumab, but the utility and the appropriate use of TDM in clinical practice is still under debate. In this review, we summarize all evidences supporting a TDM-guided approach for patients treated with vedolizumab, suggesting three potential scenarios: 1) early prediction of long-term outcomes; 2) verifying the best strategy in case of loss of response; 3) maximizing therapeutic efficacy during maintenance treatment. Vedolizumab through concentrations <20 µg/mL at week 6 and >12 µg/mL seem to be associated with more favorable outcomes. No comparative studies have been conducted so far to demonstrate the advantage of adopting a TDM-guided versus an empirical approach for managing primary or secondary nonresponses. The frequency of antibodies to vedolizumab detection is quite low (up to 4% in pivotal trials), suggesting, unlike of anti TNF-α agents, a low probability of experiencing an immune-mediated pharmacokinetic failure in clinical practice. Future prospective and controlled studies are warranted to establish the guidance on the use of a TDM-guided approach with vedolizumab in clinical practice.