Many people who are HIV positive are unaware of their infection status. Estimation of the number of people with undiagnosed HIV within a country or region is vital for understanding future need for treatment and for motivating testing programs. We review the available estimation approaches which are in current use. They can be broadly classified into those based on prevalence surveys and those based on reported HIV and AIDS cases. Estimation based on prevalence data requires data from regular prevalence surveys in different population groups together with estimates of the size of these groups. The recommended minimal case reporting data needed to estimate the number of patients with undiagnosed HIV are HIV diagnoses, including CD4 count at diagnosis and whether there has been an AIDS diagnosis in the 3 months before or after HIV diagnosis, and data on deaths in people with HIV. We would encourage all countries to implement several methods that will help develop our understanding of strengths and weaknesses of the various methods.