Breakthrough invasive fungal infections (bIFI) cause significant morbidity and mortality. Their diagnosis can be challenging due to reduced sensitivity of conventional culture techniques, serologic tests, and PCR-based assays in patients on antifungal therapy, and their diagnosis can be delayed contributing to poor patient outcomes. In this review, we provide consensus recommendations on behalf of the European Confederation for Medical Mycology (ECMM) for the diagnosis of bIFI caused by invasive yeasts, molds, and endemic mycoses, to guide diagnostic efforts in patients receiving antifungals and support the design of future clinical trials in the field of clinical mycology. The cornerstone of lab-based diagnosis of breakthrough infections for yeast and endemic mycoses remain conventional culture, to accurately identify the causative pathogen and allow for antifungal susceptibility testing. The impact of non-culture-based methods are not well-studied for the definite diagnosis of breakthrough invasive yeast infections. Non-culture-based methods have an important role for the diagnosis of breakthrough invasive mold infections, in particular invasive aspergillosis, and a combination of testing involving conventional culture, antigen-based assays, and PCR-based assays should be considered. Multiple diagnostic modalities, including histopathology, culture, antibody and/or antigen tests and occasionally PCR-based assays may be required to diagnose breakthrough endemic mycoses. A need exists for diagnostic tests that are effective, simple, cheap, and rapid to enable the diagnosis of bIFI in patients taking antifungals.