Ever since Ranganathan and coworkers subjected the covariation of amino acid residues in the postsynaptic density-95/Discs large/Zonula occludens 1 (PDZ) domain family to a statistical correlation analysis, PDZ domains have represented a paradigmatic family to explore single domain protein allostery. Nevertheless, several theoretical and experimental studies in the past two decades have contributed contradicting results with regard to structural localization of the allosteric networks, or even questioned their actual existence in PDZ domains. In this review, we first describe theoretical and experimental approaches that were used to probe the energetic network(s) in PDZ domains. We then compare the proposed networks for two well-studied PDZ domains namely the third PDZ domain from PSD-95 and the second PDZ domain from PTP-BL. Our analysis highlights the contradiction between the different methods and calls for additional work to better understand these allosteric phenomena.