The syndrome of pyrexia of unknown origin (PUO) was first defined in 1961 but remains a clinical challenge for many physicians. Different subgroups with PUO have been suggested, each requiring different investigative strategies: classical, nosocomial, neutropenic and HIV-related. This could be expanded to include the elderly as a fifth group. The causes are broadly divided into four groups: infective, inflammatory, neoplastic and miscellaneous. Increasing early use of positron emission tomography–computed tomography (PET-CT) and the development of new molecular and serological tests for infection have improved diagnostic capability, but up to 50% of patients still have no cause found despite adequate investigations. Reassuringly, the cohort of undiagnosed patients has a good prognosis. In this article we review the possible aetiologies of PUO and present a systematic clinical approach to investigation and management of patients, recommending potential second-line investigations when the aetiology is unclear.