Transcatheter aortic valve implantation (TAVI) has been a revolution in the treatment of severe aortic stenosis evolving to a high procedural success rate and low rate of complications. Embolization of the percutaneous device is a rare but potentially life-threatening complication. The spectrum of clinical manifestations ranges between incidental finding on cardiac imaging to cardiogenic shock or cardiac arrest. Data about predictors and management of transcatheter heart valve embolization are scarce and mostly anecdotical. Management strategies are related to the type, the size, the location of the embolized device, the timing of diagnosis, and the clinical presentation of the patient. According to recent data from TRAVEL registry, device embolization and migration occur in approximately 1% of the patients and is responsible for increased morbidity and mortality. However, in a considerable proportion of cases it could have been prevented, hence structural interventionalists should plan the procedures carefully and know thoroughly the risk factors for device embolization. Increased awareness of predisposing factors, preventive measures, and appropriate bail-out options and techniques are strongly advisable. This paper is a review of the incidence, and outcomes of percutaneous prosthesis embolization during TAVI. It also suggests an integrated algorithmic approach for the management of device embolization incorporating both percutaneous and surgical techniques.