Cancer of unknown primary (CUP) encloses a group of heterogeneous tumours, the primary sites for which cannot be identified at the time of diagnosis, despite extensive investigations. CUP has always posed major challenges both in its diagnosis and management, leading to the hypothesis that it is rather a distinct entity with specific genetic and phenotypic aberrations, considering the regression or dormancy of the primary tumour; the development of early, uncommon systemic metastases; and the resistance to therapy. Patients with CUP account for 1–3% of all human malignancies and can be categorised into two prognostic subsets according to their clinicopathologic characteristics at presentation. The diagnosis of CUP mainly depends on the standard evaluation comprising a thorough medical history; complete physical examination; histopathologic morphology and algorithmic immunohistochemistry assessment; and CT scan of the chest, abdomen, and pelvis. However, physicians and patients do not fare well with these criteria and often perform additional time-consuming evaluations to identify the primary tumour site to guide treatment decisions. The development of molecularly guided diagnostic strategies has emerged to complement traditional procedures but has been disappointing thus far. In this review, we present the latest data on CUP regarding the biology, molecular profiling, classification, diagnostic workup, and treatment.