[Abridged] The stellar Initial Mass Function (IMF) suggests that sub-solar stars form in very large numbers. Most attractive places for catching low-mass star formation in the act are young stellar clusters and associations, still (half-)embedded in star-forming regions. The low-mass stars in such regions are still in their pre--main-sequence (PMS) evolutionary phase. The peculiar nature of these objects and the contamination of their samples by the evolved populations of the Galactic disk impose demanding observational techniques for the detection of complete numbers of PMS stars in the Milky Way. The Magellanic Clouds, the companion galaxies to our own, demonstrate an exceptional star formation activity. The low extinction and stellar field contamination in star-forming regions of these galaxies imply a more efficient detection of low-mass PMS stars than in the Milky Way, but their distance from us make the application of special detection techniques unfeasible. Nonetheless, imaging with the Hubble Space Telescope yield the discovery of solar and sub-solar PMS stars in the Magellanic Clouds from photometry alone. Unprecedented numbers of such objects are identified as the low-mass stellar content of their star-forming regions, changing completely our picture of young stellar systems outside the Milky Way, and extending the extragalactic stellar IMF below the persisting threshold of a few solar masses. This review presents the recent developments in the investigation of PMS stars in the Magellanic Clouds, with special focus on the limitations by single-epoch photometry that can only be circumvented by the detailed study of the observable behavior of these stars in the color-magnitude diagram. The achieved characterization of the low-mass PMS stars in the Magellanic Clouds allowed thus a more comprehensive understanding of the star formation process in our neighboring galaxies.
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