Significant and documented involuntary weight loss in adults frequently poses a diagnostic challenge to the clinician. We summarize published series on the etiologies and the outcomes of involuntary weight loss and use these data to formulate a proposal for a diagnostic work-up. Simple, non-invasive screening tests, embarking from thorough history-taking and clinical examination, are advocated first. Additional testing should be directed towards areas of concern raised by this initial evaluation. If a well-thought-out baseline examination is reassuring and fails to provide further clues, a strategy of watchful waiting with close clinical follow-up is preferred to a blind pursuit of additional, more invasive, or expensive investigations.