Distant metastases are the main cause of cancer-related deaths in patients with advanced tumors. A standard diagnostic workup usually contains the identification of the tissue-of-origin of metastatic tumors, although under certain circumstances, it remains elusive. This disease setting is defined as cancer of unknown primary (CUP). Accounting for approximately 3-5% of all cancer diagnoses, CUPs are characterized by an aggressive clinical behavior and represent a real therapeutic challenge. The lack of determination of a tissue of origin precludes CUP patients from specific evidence-based therapeutic options or access to clinical trial, which significantly impacts their life expectancy. In the era of precision medicine, it is essential to characterize CUP molecular features, including the expression profile of non-coding RNAs, to improve our understanding of CUP biology and identify novel therapeutic strategies. This review article sheds light on this enigmatic disease by summarizing the current knowledge on CUPs focusing on recent discoveries and emerging diagnostic strategies.