This paper reviews theoretical studies on stochastic processes in gyrotrons. Three different types of stochasticity related to high-power gyrotron operation are considered. First, stochasticity in electron residual energies may develop at the resonator exit for some values of operating parameters and complicate the operation of depressed collectors. Second, stochastic radio-frequency oscillations can set in after the electron beam current is raised above certain threshold values. Third, the high-frequency field structure can exhibit spatio-temporal chaos if the cavity diameter is increased too much to minimize Ohmic losses. In high-power gyrotrons the third type of stochasticity is most important, but there are applications in which the two other types should also be taken into account and could even be utilized.