Bone tumors are fortunately rare, but small cell tumors of bone are a relatively common subset of these lesions. They comprise of a diverse group of primary and metastatic neoplasms in both children and adults. The most common small cell tumors of bone include Ewing sarcoma/primitive neuroectodermal tumor, small cell osteosarcoma, multiple myeloma, lymphoma, leukemia, neuroblastoma, rhabdomyosarcoma, and Langerhans cell histiocytosis. Although each entity has its distinctive features, the differential diagnosis of this group of tumors is still challenging because they are all “small, blue, and round cell tumors”, histologically. The correct diagnosis of small cell tumors of bone depends on an evaluation of clinical, radiologic, pathologic, and genetic features. Patients' age and sex are very important, as are the signs and symptoms at presentation. Radiologically, which bone is involved, the specific portion of the bone (epiphysis, metaphysis, or diaphysis; cortex vs. medulla) involved, and the radiographic manifestations (lytic, blastic, or mixed lytic and blastic) are also often critical parameters for the diagnosis. In recent years, with a better understanding of the molecular and cytogenetic background of several small cell tumors, more accurate diagnoses have been supported by the clinicopathologic criteria and by a panel of immunohistochemical studies. In this review we will provide an overview of the clinical, radiologic, pathologic, and genetic characteristics of these tumors.