All pregnant women should be offered screening for aneuploidy. Twin pregnancies present unique challenges in aneuploidy screening. This review describes available aneuploidy screening options and their benefits and limitations in twin pregnancy, along with describing special circumstances, such as vanishing twins and diagnostic testing in twin pregnancy. No method of aneuploidy screening is as accurate in twin pregnancies as singleton pregnancies. Cell-free DNA screening should be considered a first-line approach; however, this option may not be available or may have limitations in certain clinical scenarios, such as vanishing twins.