Epilepsy is one of the most common chronic brain disorders, characterised by recurrent unprovoked seizures. It affects over 50 million people worldwide, irrespective of their socio-demographic status. The most common cause of death in both children and adults suffering from this disease is “sudden unexpected death in epilepsy” (SUDEP). It is defined as “the sudden, unexpected, witnessed or unwitnessed, non-traumatic, and non-drowning death in patients with epilepsy, with or without evidence for a seizure, and excluding documented status epilepticus, in which post-mortem examination does not reveal a toxicological or anatomical cause for death”. The aim of this review is to expand knowledge about the most common risk factors for this fatal complication of epilepsy, which include the presence of generalised tonic-clonic seizures, high seizure burden, nocturnal tonic-clonic seizures, and early epilepsy onset, as well as disease duration exceeding 15 years. Some uncertain risk factors include male gender and polytherapy; however, the latter is sometimes considered a protective factor of SUDEP, as it enables individuals to overcome the burden of generalised tonic-clonic seizures. A better understanding of those factors could help implement more effective preventive measures, which would lower the incidence of SUDEP.