Yes, I THINK I know this one. The problem is that you are using TWO message stores, one Exchange and one .PST which the UNREAD tab in Outlook 2013 does not support (I THINK). I found the following which might help you:

Add a predefined Search Folder
1.In Mail, on the Folder tab, in the New group, click New Search Folder.

Keyboard shortcut To create a Search Folder, click CTRL+SHIFT+P.
1.From the Select a Search Folder list, click the Search Folder you want to add.
2.If prompted, under Customize Search Folder, specify the search criteria to use.
3.To select a different mailbox to search, under Customize Search Folder, click the arrow at the Search mail in box, and then select the mailbox from the list.

Tip To change the criteria for a Search Folder, right-click the folder in the Navigation Pane, click Customize this Search Folder, click Criteria, and then change the criteria. The criteria of Search Folders in the Reading Mail group, such as Inbox, Drafts or Sent Items, can’t be changed.

http://superuser.com/questions/187771/ms-outlook-2010-shared-unread-mail-for-multiple-email-accounts

I recently switched from Outlook 2010 to 2013, when I purchased my Surface Pro. In Outlook 2010 my Unread Mail folder that I set up under Favorites used to display email from both my personal gmail and company Exchange mail accounts. However, using 2013, I seem unable to set up the Unread Mail folder to display unread messages from both accounts. Any ideas?

Thanks.

Thanks nealbscott ! I also saw that I can right click and add the “Unread mail” search folder to my favorites.

Hi Maraine;

That is a problem I have only seen once before and it was caused by a user creating RULES which was easy to resolve:

Note that I am running Outlook 2013 now so to answer your question I am using Outlook 2007 which will be very similar to Outlook 2010.

1: TOOLS > ORGANIZE
2: Click RULES AND ALERTS from the top right
3: That will show you all of your existing rules which hopefully has the offending one jump out at you

Note that very few people use rule in my experience; somewhere around 5% I would guess so if you have no rules, don’t be shocked… it just means this was not your issue.

Let me know what you find

How do I get all unread and read messages to stay in my Inbox until I transfer them to sub folders? HELP PLEASE!