This monograph is centred at the intersection of three mathematical topics, that are theoretical in nature, yet with motivations and relevance deep rooted in applications: the linear inverse problems on abstract, in general infinite-dimensional Hilbert space; the notion of Krylov subspace associated to an inverse problem, i.e., the cyclic subspace built upon the datum of the inverse problem by repeated application of the linear operator; the possibility to solve the inverse problem by means of Krylov subspace methods, namely projection methods where the finite-dimensional truncation is made with respect to the Krylov subspace and the approximants converge to an exact solution to the inverse problem.