This study was designed to evaluate the diagnostic value of common inflammatory markers with regard to fever of unknown origin (FUO). We investigated 383 patients who were hospitalized with FUO at the Henan Province People’s hospital between January 2009 and June 2015. Of all the cases, infectious diseases accounted for 33.9%, neoplasms for 21.1%, collagen vascular diseases for 25.1%, miscellaneous diseases for 4.7%, and no diagnosis for 15.1%. Patients in the neoplasm group were older than those in the infectious disease, collagen vascular disease, and miscellaneous disease groups (p = 0.006, p < 0.0001, and p = 0.001, respectively). The duration of fever before admission of patients in the neoplasm and collagen vascular disease group was longer than that of patients in the infectious disease group (p = 0.002 and p = 0.007, respectively). The diagnostic time after admission of patients from the neoplasm and collagen vascular disease groups was longer than that for patients from the infectious disease group (both p < 0.0001). Serum ferritin levels of patients in the infectious disease group were lower than those of patients in the neoplasm and collagen vascular disease groups (p = 0.029 and p = 0.032, respectively), while serum procalcitonin (PCT) levels in the infectious disease group was higher than that in the neoplasm and collagen vascular disease groups (p = 0.016 and p = 0.007, respectively). Therefore, FUO remains a clinical problem in China and serum ferritin and PCT may be useful in discriminating infectious from non-infectious causes (neoplasms and collagen vascular diseases) in patients with FUO.