This article aims to clarify the meaning and operation of the rules governing the burden of proof in discrimination cases under EU law. In addition to the text of the antidiscrimination directives, it looks at the guidelines provided by the Court of Justice of the European Union and at the application of these rules at the domestic level, focusing on three Member States: Belgium, France and Ireland. Section 1 describes the basic operation of the burden of proof provision, clarifies the respective obligations it entails for claimants and respondents and highlights differences resulting from whether direct or indirect discrimination is at stake. Section 2 considers in more detail the means of evidence that can be used to establish discrimination, with particular emphasis on statistics and situation testing. Section examines the issue of complainants' access to information held by the alleged discriminator and Section 4 offers conclusions.