Abnormal uterine bleeding is one of the most common presentations in the acute gynaecology unit. The general principles of emergency care, including assessment of haemodynamic state, symptomatic relief as well as determination of underlying aetiology, apply to these women. We review different strategies in the diagnosis and investigation of abnormal uterine bleeding in both pre- and post-menopausal women. Transvaginal ultrasound (TVS) with colour Doppler is the cornerstone of initial management. TVS, in experienced hands, can reliably exclude the most common intra-cavitary pathologies including endometrial polyps and submucosal fibroids. Their exclusion, in pre-menopausal women, aids in the diagnosis of dysfunctional uterine bleeding. In post-menopausal women, the endometrial thickness reliably selects those who need further testing. If a thin and regular endometrium is visualised, malignancy is most unlikely. To allow for reliable evaluation of the endometrium, TVS has to be performed before endometrial sampling. Saline infusion sonohysterography (SIS) is most valuable in the detection of focal intra-cavitary lesions. TVS with or without SIS can provide enough information to avoid an unnecessary hysteroscopy. In this review, we will also discuss an evidence-based algorithm for the work-up of women with post-menopausal bleeding.