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New evidence on the impact of dysregulation of the CDK4/6 pathway on breast cancer (BC) cell proliferation has led to the development of selective CDK4/6 inhibitors, which have radically changed the management of advanced BC. Despite the improved outcomes obtained by CDK4/6 inhibitors, approximately 10% of tumors show primary resistance, whereas acquired resistance appears to be an almost ubiquitous occurrence, leading to treatment failure. The identification of differentially expressed genes or genomic mutational signatures able to predict sensitivity or resistance to CDK4/6 inhibitors is critical for medical decision making and for avoiding or counteracting primary or acquired resistance against CDK4/6 inhibitors. In this review, we summarize the main mechanisms of resistance to CDK4/6 inhibitors, focusing on those associated with potentially relevant biomarkers that could predict patients’ response/resistance to treatment. Recent advances in biomarker identification are discussed, including the potential use of liquid biopsy for BC management and the role of multiple microRNAs as molecular predictors of cancer cell sensitivity and resistance to CDK4/6 inhibitors.