Dwarf galaxies are the faintest but most abundant galaxies known in our Universe. Being so small, they represent a unique tool to constrain cosmological models down to the smallest scales, out of reach by direct observations. While the properties of dwarf spheroidal galaxies are well captured by the current numerical simulations, I will show how those same models fail to reproduce some observed features of ultra-faint dwarf galaxies (UFDs), like their metallicity and size. As these difficulties are directly interconnected to the complex build-up history imposed by the LCDM they question either its validity at the smallest scales or reveal the limitation of current state-of-the-art-numerical models.