Small-fiber polyneuropathy (SFPN) causes non-specific symptoms including chronic pain, cardiovascular, gastrointestinal, and sweating complaints. Diagnosis is made from history and exam in patients with known risk factors such as diabetes, but objective test confirmation is recommended for patients without known risks. If tests confirm SFPN, and it is “initially idiopathic” (iiSFPN), screening for occult causes is indicated. This study’s aim was to evaluate the 21 widely available, recommended blood tests to identify the most cost-effective ones and to learn about occult causes of iiSFPN. Records were reviewed from all 213 patients with SFPN confirmed by distal-leg skin biopsy, nerve biopsy, or autonomic-function testing in our academic center during 2013. We determined the prevalence of each abnormal blood-test result (ABTR) in the iiSFPN cohort, compared this to population averages, and measured the costs of screening subjects to obtain one ABTR. Participants were 70 % female and aged 43.0 ± 18.6 years. High erythrocyte sedimentation rate (ESR) and antinuclear antibody (ANA; ≥1:160 titer) were most common, each present in 28 % of subjects. The ABTR ≥3 × more prevalent in iiSFPN than in the total population were high ESR, high ANA, low C3, and Sjögren’s and celiac autoantibodies. Together, these suggest the possibility of a specific association between iiSFPN and dysimmunity. ABTR identifying diabetes, prediabetes, and hypertriglyceridemia were less common in iiSFPN than in the population and thus were not associated with iiSFPN here. The six most cost-effective iiSFPN-associated blood tests—ESR, ANA, C3, autoantibodies for Sjögren’s and celiac, plus thyroid-stimulating hormone—had estimated cost of $99.57/person and 45.6 % probability of obtaining one abnormal result. Angiotensin-converting enzyme was elevated in 45 %, but no patients had sarcoidosis, so this test was futile here.