We revisit the problem of finding the Naimark extension of a probability operator-valued measure (POVM), i.e. its implementation as a projective measurement in a larger Hilbert space. In particular, we suggest an iterative method to build the projective measurement from the sole requirements of orthogonality and positivity. Our method improves existing ones, as it may be employed also to extend POVMs containing elements with rank larger than one. It is also more effective in terms of computational steps.