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Objectives To assess the prevalence of reported and unreported incidental pulmonary embolism (iPE) in patients with cancer, and to evaluate an artificial intelligence (AI) algorithm for automatic detection of iPE. Methods Retrospective cohort study on patients with cancer with an elective CT study including the chest between 2018-07-01 and 2019-06-30. All study reports and images were reviewed to identify reported and unreported iPE and were processed by the AI algorithm. Results One thousand sixty-nine patients (1892 studies) were included. Per study, iPE was present in 75 studies (4.0%), of which 16 (21.3%) were reported. Unreported iPE had a significantly lower number of involved vessels compared to reported iPE, with a median of 2 (interquartile range, IQR, 1–4) versus 5 (IQR 3–9.75), p < 0.001. There were no significant differences in age, cancer type, or attenuation of the main pulmonary artery. The AI algorithm correctly identified 68 of 75 iPE, with 3 false positives (sensitivity 90.7%, specificity 99.8%, PPV 95.6%, NPV 99.6%). False negatives occurred in cases with 1–3 involved vessels. Of the unreported iPE, 32/59 (54.2%) were proximal to the subsegmental arteries. Conclusion In patients with cancer, the prevalence of iPE was 4.0%, of which only 21% were reported. Greater than 50% of unreported iPE were proximal to the subsegmental arteries. The AI algorithm had a very high sensitivity and specificity with only three false positives, with the potential to increase the detection rate of iPE. Key Points • In a retrospective single-center study on patients with cancer, unreported iPE were common, with the majority lying proximal to the subsegmental arteries. • The evaluated AI algorithm had a very high sensitivity and specificity, so has the potential to increase the detection rate of iPE.