Pleural effusions are commonly encountered in the practice of pulmonary medicine, and their clinical evaluation is usually straightforward. However, up to 20% of pleural effusions are not diagnosed despite clinical evaluation and pleural fluid analysis. Further investigation of the undiagnosed pleural effusion requires a systematic evaluation using clues from a patient’s history, physical examination, imaging, and pleural fluid analysis help narrow down the differential diagnosis. Occasionally, pleural biopsy may be necessary via several minimally invasive techniques, especially if malignancy is considered.