Multidrug-resistant Klebsiella pneumoniae (MDR-Kp) poses a looming health threat to humans. Clinicians find difficulties in treating MDR-Kp infections in patients with severe pneumonia. Various effective therapeutic regimes are now available to clinicians. Through new methods of administration or combinations of other antibiotics, repurposing old drugs such as polymyxins or fosfomycin may be effective against MDR-Kp. Furthermore, many new antibiotics and inhibitors that potentially treat MDR-Kp infections have been recently approved. Concurrently, bacteriophage-based therapy is heading for clinical practice and demonstrating a remarkable ability to kill MDR-Kp. Researchers are working feverishly on nanotechnology-based drug delivery systems (DDSs) or antimicrobial polymers nowadays, which offer more possibilities for treating pneumonia caused by MDR-Kp. The use of photodynamic (PDT), photothermal therapy (PTT), and sonodynamic therapy (SDT) is also gaining popularity as novel antimicrobial methods. This review discusses the promising strategies for MDR-Kp pulmonary infections, including new tricks of older drugs, recently approved antibiotics, bacteriophage-based therapies, innovative DDSs, novel compounds, and alternative nondrug therapies. In particular, this review highlights the potential of inhalation administration. Although none of the aforementioned strategies is a panacea, these advances may provide solutions for specific MDR-Kp pneumonia.