Service in the Persian Gulf in 1991 is associated with increased reporting of symptoms and distress in a proportion of those who served there. Yet despite clear evidence of an increase in symptom burden and a decrease in well being, exhaustive clinical and laboratory based scientific research has failed to document many reproducible biomedical abnormalities in this group. Likewise, there has been no evidence of an increase in disease related mortality. Formal psychiatric disorders are twice as common in Gulf War veterans, as might be expected in the aftermath of any conflict, but this too is insufficient to explain the ill-health observed. Many service personnel who returned unwell believe that they have Gulf War Syndrome, and that their ill-health is due to exposures that they encountered in theatre. Research on multiple exposures to date has not generated a plausible aetiological mechanism for veterans' ill-health. Even if medical research has failed to provide a satisfactory explanation, it remains the case that many of those affected continue to be unwell and disabled some 15 years after returning from combat. For this reason, it is time that more attention is given to developing effective interventions to relieve their ill-health and distress. In this review we discuss the importance of the wider social context, individual illness beliefs and attributions and go on to outline a model of continuing ill-health in Gulf veterans. The review concludes with some suggestions for future research priorities, in particular the need for further qualitative studies to further our understanding of the illness, in order that better treatments may be developed.