Almost one in every three patients with advanced tumors have distant metastasis at the time of clinical diagnosis. In most cases, the primary tumor site is identified immediately, within a few days. But for some patients, the primary lesion cannot be found after the initial clinical assessment. These cases are called cancers of unknown primary origin (CUPs), a clinical diagnosis very difficult to manage by physicians due to the absence of a standard-of-care for the initial therapeutic regimen, as well as due to the impossibility to include these cases in randomized clinical trials. A cancer of unknown primary site is often associated with a poor prognosis as patients are usually treated with a non-selective empirical therapy. In the current paper, we summarize both the diagnostic challenges for patients with a cancer of unknown primary site as well as the current available therapeutic options, with emphasis on the management of this unique disease entity.