We reported three cases of pulmonary embolism which presented acutely and was confirmed shortly after therapeutic drainage of malignant pleural effusion. The temporal association may suggest that massive pleural effusion can be a risk factor for pulmonary embolism arising from venous thrombosis of lower limbs in patients with malignancies. This association can be related to the intra-thoracic pressure changes related to therapeutic pleural drainage. In case patient developed paradoxical dysnoea and hypoxemia after drainage of malignant pleural effusion, alternate cause such as pulmonary embolism should be considered.