Deep vein thrombosis (DVT) and pulmonary embolism (PE) cannot be diagnosed solely on a clinical basis owing to the lack of sensitivity and specificity of clinical signs and symptoms. Phlebography and pulmonary angiography are invasive and resource-demanding imaging modalities. Because the prevalence of DVT and PE is relatively low (typically 20% or less) among clinically suspected individuals, submitting all of them to imaging would not be cost-effective. Therefore, non-invasive diagnostic algorithms have been developed that include clinical probability assessment and D-dimer measurement. These initial steps allow the selection of patients who require non-invasive imaging: compression ultrasonography in cases of suspected DVT and multidetector computed tomography (CT) angiography in cases of suspected PE. This review gives a critical appraisal of the sequential steps of the diagnostic work-up in suspected DVT or PE.