The improvement on the Imaging Air Cherenkov Technique led to the discovery of a new class of compact binaries: the gamma-ray binaries. This small class consist  of only five members, all of them composed by a massive star and a compact object. The nature of the compact object is unknown for all of them but PSR B1259-63, which contains a pulsar. It is crucial to study and monitor these systems not only to understand their behavior, the scenario accounting for the gamma-ray emission and their nature but also to comprehend why we have not detected more sources of this exclusive family. In this presentation, I will review the state-of-the-art of this field and I will present the observations performed with the MAGIC telescopes in order to unveil the nature of gamma-ray binaries.