Pulmonary embolism (PE) is a common disease, which can present with a variety of symptoms. Optimal use of diagnostics is challenging given the tight and delicate balance between underdiagnosis and over-testing or overdiagnosis. Diagnostic delay occurs in a substantial part of patients, and seems more common in those with known cardiopulmonary disease or non-specific signs and symptoms. At the other end of the spectrum, the amount of diagnostic imaging increases. Increased use of diagnostic imaging in general leads to more harmful exposures and might result in overtreatment, as may be the case in subsegmental PE. Correct use of clinical prediction rules reduces the need for diagnostic imaging while PE can still be ruled out safely. This clinical lesson describes three cases of PE and provides an overview of factors that contribute to underdiagnosis or overdiagnosis. We provide recommendations to improve our balancing act for this challenging disease.