Primary biliary cholangitis (PBC) is a rare disease of the liver characterized by an autoimmune attack on the small bile ducts. PBC is a complex trait, meaning that a large list of genetic factors interacts with environmental agents to determine its onset. Genome-wide association studies have had a huge impact in fostering research in PBC, but many steps need still to be done compared with other autoimmune diseases of similar prevalence. This review presents the state-of-the-art regarding the genetic architecture of PBC and provides some thoughtful reflections about possible future lines of research, which can be helpful to fill the missing heritability gap in PBC.