Primary biliary cholangitis (PBC) is a chronic autoimmune liver disease characterized by the progressive destruction of the intrahepatic bile ducts. Currently, the first line drug for PBC is ursodeoxycholic acid (UDCA) characterized by anti-apoptotic, anti-inflammatory and protective actions on cholangiocytes. Despite its recognized therapeutic action, 30–40% of PBC patients only partially benefit from UDCA therapy. This has led to the identification of the role of the farnesoid x receptor (FXR) in cholestatic liver diseases and, consequently, to the development of obeticholic acid (OCA), a steroid FXR agonist that has been recently approved for the treatment of PBC. OCA though is not effective in all patients and can cause itch, which eventually induces treatment drop out. Therefore, the search for new therapeutic strategies for PBC has begun. This review, in addition to summarizing the current treatments for PBC, provides overview of the chemical characteristics of new steroid FXR agonist candidates that could represent a future perspective for the treatment of PBC.