Observations of the low-redshift Universe account for only about half of the baryons observerd in the high-redshift Universe. Cosmological simulations provide a solution to the problem of the missing baryons and we expect to find them in a highly ionized filamentary gas at temperatures between 10^5K and 10^7K, the Warm-Hot Intergalactic Medium (WHIM). Part of the filaments has been observed with UV telescopes while the remaining fraction is expected to be visible in the X-ray band where they contribute to the Diffuse X-ray Background (DXB). I will review all the know sources that contribute to the DXB and compare their emission with the WHIM. I will show the current results on WHIM detections and new observational strategies.