Dealing with an uncertain or missed diagnosis is commonplace in the intensive care unit setting. Affected patients are subject to a potential decrease in quality of care and a greater risk of a poor outcome. The diagnostic process is a complex task that starts with information gathering, followed by integration and interpretation of data, hypothesis generation and, finally, confirmation of a (hopefully correct) diagnosis. This may be particularly challenging in the patient who is critically ill where a good history may not be forthcoming and/or clinical, laboratory and imaging features are non-specific. The aim of this narrative review is to analyse and describe common causes of diagnostic error in the intensive care unit, highlighting the multiple types of cognitive bias, and to suggest a diagnostic framework. To inform this review, we performed a literature search to identify relevant articles, particularly those pertinent to unclear diagnoses in patients who are critically ill. Clinicians should be cognisant as to how they formulate diagnoses and utilise debiasing strategies. Multidisciplinary teamwork and more time spent with the patient, supported by effective and efficient use of electronic healthcare records and decision support resources, is likely to improve the quality of the diagnostic process, patient care and outcomes.