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Subepithelial lesions (SELs) in the upper gastrointestinal (GI) tract are relatively frequent findings in patients undergoing an upper GI endoscopy. These tumors, which are located below the epithelium and out of reach of conventional biopsy forceps, may pose a diagnostic challenge for the gastroenterologist, especially when SELs are indeterminate after endoscopy and endoscopic ultrasound (EUS). The decision to proceed with further investigation should take into consideration the size, location in the GI tract, and EUS features of SELs. Gastrointestinal stromal tumor (GIST) is an example of an SEL that has a well-recognized malignant potential. Unfortunately, EUS is not able to absolutely differentiate GISTs from other benign hypoechoic lesions from the fourth layer, such as leiomyomas. Therefore, EUS-guided fine needle aspiration (EUS-FNA) is an important tool for correct diagnosis of SELs. However, small lesions (size < 2 cm) have a poor diagnostic yield with EUS-FNA. Moreover, studies with EUS-core biopsy needles did not report higher rates of histologic and diagnostic yields when compared with EUS-FNA. The limited diagnostic yield of EUS-FNA and EUS-core biopsies of SELs has led to the development of more invasive endoscopic techniques for tissue acquisition. There are initial studies showing good results for tissue biopsy or resection of SELs with endoscopic submucosal dissection, suck-ligate-unroof-biopsy, and submucosal tunneling endoscopic resection.