Laboratory diagnosis of infections in febrile neutropenic or immunocompromised patients is particularly challenging, and covers the most frequent clinical presentations such as bloodstream infections, lung, CNS and skin infections, as well as invasive fungal infections. Classic methods such as direct examination, culture and tests for susceptibility are being more complemented by molecular detection of microorganisms (PCR in particular) and antigen detection in various body fluids or tissues; two promising methods which offer the advantage of speed and high sensitivity even after starting antimicrobial therapy.