Chronic dyspnoea without obvious cause is termed unexplained dyspnoea and is associated with a reduced functional capacity and increased mortality. The diagnostic path for patients with unexplained dyspnoea is far from uniform, which leads to numerous encounters with healthcare professionals, multiple diagnostic tests, and possible medication errors. In this review, the evaluation of unexplained dyspnoea is explained as well as possible pathophysiological mechanisms leading to chronic dyspnoea.