说明各种答案结果的一些场景：http://jsfiddle.net/drzaus/UVjM4/

（请注意，在测试中使用var会在作用域包装器中产生差异）

参考代码：

(function(undefined) {
    var definedButNotInitialized;
    definedAndInitialized = 3;
    someObject = {
        firstProp: "1"
        , secondProp: false
        // , undefinedProp not defined
    }
    // var notDefined;

    var tests = [
        'definedButNotInitialized in window',
        'definedAndInitialized in window',
        'someObject.firstProp in window',
        'someObject.secondProp in window',
        'someObject.undefinedProp in window',
        'notDefined in window',

        '"definedButNotInitialized" in window',
        '"definedAndInitialized" in window',
        '"someObject.firstProp" in window',
        '"someObject.secondProp" in window',
        '"someObject.undefinedProp" in window',
        '"notDefined" in window',

        'typeof definedButNotInitialized == "undefined"',
        'typeof definedButNotInitialized === typeof undefined',
        'definedButNotInitialized === undefined',
        '! definedButNotInitialized',
        '!! definedButNotInitialized',

        'typeof definedAndInitialized == "undefined"',
        'typeof definedAndInitialized === typeof undefined',
        'definedAndInitialized === undefined',
        '! definedAndInitialized',
        '!! definedAndInitialized',

        'typeof someObject.firstProp == "undefined"',
        'typeof someObject.firstProp === typeof undefined',
        'someObject.firstProp === undefined',
        '! someObject.firstProp',
        '!! someObject.firstProp',

        'typeof someObject.secondProp == "undefined"',
        'typeof someObject.secondProp === typeof undefined',
        'someObject.secondProp === undefined',
        '! someObject.secondProp',
        '!! someObject.secondProp',

        'typeof someObject.undefinedProp == "undefined"',
        'typeof someObject.undefinedProp === typeof undefined',
        'someObject.undefinedProp === undefined',
        '! someObject.undefinedProp',
        '!! someObject.undefinedProp',

        'typeof notDefined == "undefined"',
        'typeof notDefined === typeof undefined',
        'notDefined === undefined',
        '! notDefined',
        '!! notDefined'
    ];

    var output = document.getElementById('results');
    var result = '';
    for(var t in tests) {
        if( !tests.hasOwnProperty(t) ) continue; // bleh

        try {
            result = eval(tests[t]);
        } catch(ex) {
            result = 'Exception--' + ex;
        }
        console.log(tests[t], result);
        output.innerHTML += "\n" + tests[t] + ": " + result;
    }
})();

结果：

definedButNotInitialized in window: true
definedAndInitialized in window: false
someObject.firstProp in window: false
someObject.secondProp in window: false
someObject.undefinedProp in window: true
notDefined in window: Exception--ReferenceError: notDefined is not defined
"definedButNotInitialized" in window: false
"definedAndInitialized" in window: true
"someObject.firstProp" in window: false
"someObject.secondProp" in window: false
"someObject.undefinedProp" in window: false
"notDefined" in window: false
typeof definedButNotInitialized == "undefined": true
typeof definedButNotInitialized === typeof undefined: true
definedButNotInitialized === undefined: true
! definedButNotInitialized: true
!! definedButNotInitialized: false
typeof definedAndInitialized == "undefined": false
typeof definedAndInitialized === typeof undefined: false
definedAndInitialized === undefined: false
! definedAndInitialized: false
!! definedAndInitialized: true
typeof someObject.firstProp == "undefined": false
typeof someObject.firstProp === typeof undefined: false
someObject.firstProp === undefined: false
! someObject.firstProp: false
!! someObject.firstProp: true
typeof someObject.secondProp == "undefined": false
typeof someObject.secondProp === typeof undefined: false
someObject.secondProp === undefined: false
! someObject.secondProp: true
!! someObject.secondProp: false
typeof someObject.undefinedProp == "undefined": true
typeof someObject.undefinedProp === typeof undefined: true
someObject.undefinedProp === undefined: true
! someObject.undefinedProp: true
!! someObject.undefinedProp: false
typeof notDefined == "undefined": true
typeof notDefined === typeof undefined: true
notDefined === undefined: Exception--ReferenceError: notDefined is not defined
! notDefined: Exception--ReferenceError: notDefined is not defined
!! notDefined: Exception--ReferenceError: notDefined is not defined

2020年更新

我倾向于检查类型（即，可以重新定义未定义的）的原因之一与ECMAScript 5的大量采用无关。另一个，你可以使用typeof来检查未声明变量的类型，总是小众的。因此，我现在建议在大多数情况下使用直接比较：

myVariable === undefined

2010年的原始答案

我喜欢使用typeof。当变量从未声明时，它将起作用，这与使用if.与==或==运算符或类型强制进行的任何比较不同（undefined，与null不同，也可能在ECMAScript 3环境中重新定义，这使得它不可靠，尽管现在几乎所有常见环境都符合ECMAScript5或更高版本）。

if (typeof someUndeclaredVariable == "undefined") {
    // Works
}

if (someUndeclaredVariable === undefined) { 
    // Throws an error
}

    var x;
    if (x === undefined) {
        alert ("I am declared, but not defined.")
    };
    if (typeof y === "undefined") {
        alert ("I am not even declared.")
    };

    /* One more thing to understand: typeof ==='undefined' also checks 
       for if a variable is declared, but no value is assigned. In other 
       words, the variable is declared, but not defined. */

    // Will repeat above logic of x for typeof === 'undefined'
    if (x === undefined) {
        alert ("I am declared, but not defined.")
    };
    /* So typeof === 'undefined' works for both, but x === undefined 
       only works for a variable which is at least declared. */

    /* Say if I try using typeof === undefined (not in quotes) for 
       a variable which is not even declared, we will get run a 
       time error. */

    if (z === undefined) {
        alert ("I am neither declared nor defined.")
    };
    // I got this error for z ReferenceError: z is not defined 

我使用它作为函数参数，并在函数执行时排除它，这样我就得到了未定义的“真实”。尽管它确实需要您将代码放在函数中。我在阅读jQuery源代码时发现了这一点。

undefined = 2;

(function (undefined) {
   console.log(undefined); // prints out undefined
   // and for comparison:
   if (undeclaredvar === undefined) console.log("it works!")
})()

当然，你可以使用typeof。但无论如何，我的所有代码通常都在一个包含函数中，所以使用这个方法可能会在这里和那里节省一些字节。

if (typeof foo == 'undefined') {
 // Do something
};

注意，在这种情况下不需要严格比较（！==），因为typeof将始终返回字符串。

由于其他答案对我都没有帮助，我建议这样做。它在Internet Explorer 8中对我有效：

if (typeof variable_name.value === 'undefined') {
    // variable_name is undefined
}