I present an observational review of the five accretion‐driven millisecond X‐ray pulsars currently known, focusing on the results obtained with theRossi X‐ray Timing Explorer(RXTE) satellite. A prominent place in this review is given to the first such system discovered, SAX J1808.4‐3658. Currently four outbursts have been detected from this source, three of which have been studied usingRXTE. This makes this source the best studied example of all accretion‐driven millisecond pulsars. Its October 2002 outburst is of particular interest because of the discovery of kilohertz quasi‐periodic oscillations and burst oscillations during its thermonuclear X‐ray bursts. The other four accreting millisecond pulsars were discovered within the last two years and only limited results have been published so far. A more extended review can be found at http://zon.wins.uva.nl/∼rudy/admxp/ © 2004 American Institute of Physics