Intensive farming may involve the use of diets, environments or management practices that impose physiological and psychological stressors on the animals. In particular, early weaning is nowadays a common practice to increase the productive yield of pig farms. Still, it is considered one of the most critical periods in swine production, where piglet performance can be seriously affected and where they are predisposed to the overgrowth of opportunistic pathogens. Pig producers nowadays face the challenge to overcome this situation in a context of increasing restrictions on the use of antibiotics in animal production. Great efforts are being made to find strategies to help piglets overcome the challenges of early weaning. Among them, a nutritional strategy that has received increasing attention in the last few years is the use of probiotics. It has been extensively documented that probiotics can reduce digestive disorders and improve productive parameters. Still, research in probiotics so far has also been characterized as being inconsistent and with low reproducibility from farm to farm. Scientific literature related to probiotic effects against gastrointestinal pathogens will be critically examined in this review. Moreover, the actual practical approach when using probiotics in these animals, and potential strategies to increase consistency in probiotic effects, will be discussed. Thus, considering the boost in probiotic research observed in recent years, this paper aims to provide a much-needed, in-depth review of the scientific data published to-date. Furthermore, it aims to be useful to swine nutritionists, researchers and the additive industry to critically consider their approach when developing or using probiotic strategies in weaning piglets.