SummaryThe level of glycaemic control necessary to achieve optimal short‐term and long‐term outcomes in subjects with type 1 diabetes mellitus (T1DM) typically requires intensified insulin therapy using multiple daily injections or continuous subcutaneous insulin infusion. For continuous subcutaneous insulin infusion, the insulins of choice are the rapid‐acting insulin analogues, insulin aspart, insulin lispro and insulin glulisine. The advantages of continuous subcutaneous insulin infusion over multiple daily injections in adult and paediatric populations with T1DM include superior glycaemic control, lower insulin requirements and better health‐related quality of life/patient satisfaction. An association between continuous subcutaneous insulin infusion and reduced hypoglycaemic risk is more consistent in children/adolescents than in adults. The use of continuous subcutaneous insulin infusion is widely recommended in both adult and paediatric T1DM populations but is limited in pregnant patients and those with type 2 diabetes mellitus. All available rapid‐acting insulin analogues are approved for use in adult, paediatric and pregnant populations. However, minimum patient age varies (insulin lispro: no minimum; insulin aspart: ≥2 years; insulin glulisine: ≥6 years) and experience in pregnancy ranges from extensive (insulin aspart, insulin lispro) to limited (insulin glulisine). Although more expensive than multiple daily injections, continuous subcutaneous insulin infusion is cost‐effective in selected patient groups. This comprehensive review focuses on the European situation and summarises evidence for the efficacy and safety of continuous subcutaneous insulin infusion, particularly when used with rapid‐acting insulin analogues, in adult, paediatric and pregnant populations. The review also discusses relevant European guidelines; reviews issues that surround use of this technology; summarises the effects of continuous subcutaneous insulin infusion on patients' health‐related quality of life; reviews relevant pharmacoeconomic data; and discusses recent advances in pump technology, including the development of closed‐loop ‘artificial pancreas’ systems. © 2015 The Authors. Diabetes/Metabolism Research and Reviews Published by John Wiley & Sons Ltd.