In human anatomy, the pleural cavity is the thin fluid-filled space between the two pulmonary pleurae (visceral and parietal) of each lung. A pleura is a serous membrane which folds back onto itself to form a two-layered membranous pleural sac.he outer pleura (parietal pleura) is attached to the chest wall, but is separated from it by the endothoracic fascia. The inner pleura (visceral pleura) covers the lungs and adjoining structures, including blood vessels, bronchi and nerves.