In this review paper, the authors analyse advantages, pitfalls and economical considerations related to depth of anaesthesia monitoring. They first describe the most widely distributed monitors in Europe, and the physiological basis of each index. The optimal use of those monitors and their demonstrated clinical benefits are detailed, as well as the circumstances that can lead to erroneous information or interpretation. Knowledge of patients and practitioners, as well as beliefs and expectations regarding depth of anaesthesia monitoring are discussed. Finally, the authors give their own opinion regarding the use of depth of anaesthesia monitoring, according to clinical benefit and economical considerations.