A 'pregnancy of unknown location' is a descriptive term used to classify a pregnancy when a woman has a positive pregnancy test, but no pregnancy can be visualised on transvaginal ultrasound (TVS). Women should be followed up until the final pregnancy outcome is known which includes: failing PUL, intra-uterine pregnancy, ectopic pregnancy and persisting PUL. Expectant management has been shown to be safe and surgical intervention in the form of uterine curettage and diagnostic laparoscopy should not be undertaken routinely. Serum human chorionic gonadotrophin levels, progesterone levels and mathematical models all have a role in the prediction of PUL outcome. This review discusses the various aspects of management of women with a PUL.