Primary epithelioid haemangioendothelioma (EHE) of the pleura is a rare vascular tumour that occurs mainly in men. Pleural effusion and thickening are the most common clinical presentations. A 58 year old female, nonsmoking patient presented to us with dry cough, dyspnoea and left chest pain for several weeks (no asbestos exposure). Standard chest X-ray and contrast enhanced multislice computed tomography revealed a large-size lobulated mass originating from the pleura which was diagnosed as primary pleural haemangioendothelioma (PHE) by histology and immunohistochemistry (reactivity for vimentin, CD31, CD34, Factor VIII and ulex europeaus). No metastases were detected. The patient refused treatment and died three months later due to the onset of acute and progressive respiratory failure. Despite the lack of high-grade malignancy, primary PHE displays a poor prognosis while curative therapies are actually not available. To our knowledge, this is the first case of primary PHE in a female patient occurring in Italy and the third one to have been reported in English literature. Difficulties in diagnosis and treatment management are discussed below.