Pulmonary embolism (PE) is a pathological entity characterised by venous thromboembolism in the pulmonary arteries. It is a common entity in daily clinical practice and is the third most common cause of cardiovascular death. Correct diagnostic work-up is pivotal to ensure timely institution of appropriate therapy. This requires recognition of the characteristic imaging findings and awareness of the role and peculiarities of the different imaging techniques involved in the diagnostic and therapeutic process. This review aims to showcase the most commonly encountered imaging findings associated with pulmonary thromboembolism for each imaging modality, outline their advantages and disadvantages, and define the specific role of these techniques in the clinical setting. The latest innovations concerning the diagnostic work-up of PE will be also briefly discussed, yielding a perspective on the future developments and challenges that the radiologist will have to face in the coming years.