Microgrids need control and management at different levels to allow the inclusion of renewable energy sources. In this paper, a comprehensive literature review is presented to analyse the latest trends in research and development referring to the applications of predictive control in microgrids. As a result of this review, it was found that the application of predictive control techniques on microgrids is performed for the three control levels and with adaptations of the models in order to include uncertainties to improve their performance and dynamics response. In addition, to ensure system stability, but also, at higher control levels, coordinated operation among the microgrid’s components and synchronised and optimised operation with utility grids and electric power markets. Predictive control appears as a very promising control scheme with several advantages for microgrid applications of different control levels.