Accurate assessment of cardiovascular risk is a key step toward optimizing the treatment of hypertensive patients. We analyzed the impact and cost-effectiveness of routine, thorough assessment of target organ damage (TOD) in evaluating risk profile in hypertension. A total of 380 never-treated patients with essential hypertension underwent routine work-up plus evaluation of albuminuria and ultrasonography of cardiac and vascular structures. The impact of these tests on risk stratification, as indicated by European Society of Hypertension-European Society of Cardiology guidelines, was assessed in light of their cost and sensitivity. The combined use of all of these tests greatly improved the detection of TOD, therefore leading to the identification of a higher percentage of patients who were at high/very high risk, as compared with those who were detected by routine clinical work-up (73% instead of 42%; P < 0.0001). Different signs of TOD only partly cluster within the same subgroup of patients; thus, all three tests should be performed to maximize the sensitivity of the evaluation process. The diagnostic algorithm yielding the lowest cost per detected case of TOD is the search for microalbuminuria, followed by echocardiography and then carotid ultrasonography. Adopting lower cut-off values to define microalbuminuria allows us to optimize further the cost-effectiveness of diagnostic algorithms. In conclusion, because of its low cost and widespread availability, measuring albuminuria is an attractive and cost-effective screening test that is especially suitable as the first step in the large-scale diagnostic work-up of hypertensive patients.