Malignant pleural effusion (MPE) is common in clinical practice, and despite the existence of studies to guide clinical decisions, it often poses diagnostic and therapeutic dilemmas. Once it is diagnosed, median survival does not usually exceed 6 months. The management of these patients focuses on symptom relief since no treatments have been shown to increase survival to date. Conversely, poor management can shorten survival. The approach must be multidisciplinary and allow for individualized care. Initial diagnostic procedures should be minimally invasive and, according to the results and other factors, procedures of increasing complexity will be selecting. Likewise, the treatment of MPEs should be individualized according to factors such as type of tumor, patient functional status, means available, benefits of each procedure, or life expectancy. Currently, treatment seems to tend toward less interventional approaches, in which patients can be managed on an outpatient basis, thus minimizing both the discomfort that more aggressive approaches involve and the costs of care associated with this disease. This article reviews the pleural procedures employed in the management of MPEs with special emphasis on the indication for each one, its usefulness, benefits, and complications.