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Pneumothorax is one of the most frequent complications of computed tomography (CT)-guided lung biopsies. We aim to identify the safe zone of the needle–pleura angle during a CT-guided lung biopsy. Fifty-two patients underwent CT-guided lung biopsies between January 2020 and September 2022 (27 males, 25 females, median age 70 years). Right and left needle angles were measured and correlated to the incidence of pneumothorax. The minimum delta (δmin) was calculated as the absolute value of the difference between a 90° angle and the right and left angles. t-test p-values for δmin were conducted. We recorded 29 patients with pneumothorax, including intraprocedural and transient, postprocedural with minimal symptoms, or postprocedural requiring a chest tube insertion. Thirty-two patients had a δmin ≥ 10°, while 20 had a δmin < 10°. Of the patients with a δmin < 10°, 30% experienced pneumothorax compared to 71.8% in patients with δmin ≥ 10° (p = 0.0023). The study results show that as the needle’s angle deviates from the perpendicular, with an absolute value of more than 10°, the likelihood of pneumothorax increases significantly. A needle–pleura angle between 80° and 100° gives the operator a safe zone to reduce the risk of pneumothorax.