The accurate diagnosis of exocrine pancreatic insufficiency (EPI) helps identify those in need of pancreatic enzyme replacement therapy. Conversely, ruling out EPI identifies those in which additional evaluation should be pursued to explain their symptoms. There are many available tests that can be used to diagnose EPI; however, the tests must be tailored to each clinical scenario. Tests that are convenient but less accurate (e.g., fecal elastase-1, qualitative fecal fat determination) are best suited for patients with a high pretest probability of EPI. In contrast, tests that are highly accurate but more cumbersome (e.g., endoscopic pancreatic function testing, 72-h fecal fat collection) are favored in patients suspected to have mild EPI or an early stage of chronic pancreatitis. Additional research is needed to identify a more convenient means of accurately diagnosing at all stages of EPI.