Due to the growth of the attacks on the infrastructure of information technology and communications (TIC) which for 2012 was increased by 42% reaching, for example, in the case of the attacks on websites 190.370 daily attacks, according to information of Symantec Corporation (2013). The TI managers have seen the need to conduct periodic penetration testing in each of the important elements of your infrastructure, this kind of practice seeks to act proactively to shield the internal information and the customers information and also to prevent malicious staff can to appropriate of the information, taking economic advantage or causing damage in the data. Therefore, this article presents a review and analysis of some sources of information about penetration testing and the main open methodologies that currently exist, in order to publicize the importance of implementing this kind of security assessments framed in a methodology that engages the needs of the company and it becomes a support to achieve their business goals.