Abstract. The observation of astrophysical neutrinos by IceCube opened a new window on our Universe and at the same time confronted us with an important, and yet unanswered, question: where do these neutrinos come from? In this talk I discuss a multi-messenger approach to answer this question, focusing on the neutrino/gamma-ray connection. It will be shown that, using the EGB data already collected by Fermi-LAT, stringent constraints on the source(s) properties, such as the opacity and redshift distribution, can be derived. The challenges in reconciling the EGB and IceCube data will be discussed.