Protocols for investigating neonatal prolonged jaundice vary and the yield from screening has not been assessed. International guidelines recommend establishing cholestasis before proceeding to investigate the underlying pathology. However, in most hospitals administered by the Hospital Authority, full liver function is checked at the first neonatal jaundice clinic visit. To study the diagnostic yield of this approach, we carried out a retrospective study of all infants referred for prolonged jaundice. Attendance records from the neonatal jaundice clinic at the Tuen Mun Hospital, Hong Kong, the clinical management system, and electronic patient records were used to retrieve epidemiological, clinical, and laboratory data, and patients' clinical progress. During the 8-month study period from 8 July 2015 to 8 March 2016, 1164 infants were referred to the neonatal jaundice clinic for prolonged jaundice. Among them, 16 (1.4%) infants had conjugated hyperbilirubinaemia. Diagnoses included biliary atresia (n=1), cytomegalovirus (CMV) infection (n=3), neonatal hepatitis syndrome (n=2), and transient cholestasis (n=10). In total, 98 (8.42%) infants had elevated alanine transaminase levels. Diagnoses included biliary atresia (n=1), hepatic congestion related to congestive heart failure (n=1), CMV infection (n=5), neonatal hepatitis syndrome (n=16), and non-specific elevated alanine transaminase (n=75). In total, 59 infants had elevated alkaline phosphatase levels. A stepwise approach is recommended, in which full liver function is checked and the underlying cause of jaundice is investigated only after confirming cholestasis.