Pulmonary embolism often remains a difficult diagnosis for the clinician, particularly in patients with comorbidity factors. This is in contrast with the availability of effective treatment, which should be prescribed as soon as possible. To date, there is still no ideal diagnostic test that is accurate, safe, readily available and cost-effective. Recent technical advances in computed tomography, magnetic resonance imaging and laboratory findings have raised new possibilities in the diagnosis of pulmonary embolism. This review covers the performance of different diagnostic tests, and focuses on the advantages and limitations of single diagnostic tests and the clinical usefulness of these tests in diagnostic strategies.