Sea cucumbers are benthic invertebrates found across all latitudes, from the intertidal to the deep subtidal, and from the tropics to the poles. Some tropical species have been fished to near extinction and traded to meet the needs of Asian countries, particularly China, as they have been considered a delicacy (and medicine) since ancient times. However, some species are still underexploited and could be a potential blue food source to be explored gastronomically. This review brings together information that is usually scattered in papers, books and ancient texts (some excerpts are included), with the aim on the one hand of breaking down the barriers between disciplines and offering a global view capable of attracting the interest among scientists who may be curious about different aspects of sea cucumbers such as historical trade, organoleptic characteristics, culinary use in Asian imperial and royal courts, use in traditional and popular cuisines, and a growing presence for sea cucumbers in haute-cuisine restaurants. On the other hand, culinary and gastronomic practitioners will be able to learn about basic aspects of the biology, ecology, fishing, overfishing, conservation and mariculture of sea cucumbers, as well as how the catches are prepared for culinary use.