Background: Previous studies have suggested that statins exert protective effects against venous thromboembolism. However, few randomized studies have explicitly concentrated on patients with pulmonary embolism (PE). Thus far, evidence of the effect of statins on the PE recurrence in China remains lacking. Methods: A retrospective analysis was conducted utilizing our University database. Patients with an International Coding of Diseases-defined diagnosis of PE from January 1, 2017 to December 31, 2019 were included. The patients were divided into two groups, namely, with statin or without statin treatment. Propensity score matching was applied to balance the covariates between the comparison groups. Univariate analysis and multivariable logistic regression were performed to analyze the association between statin use and PE recurrence. Results: A total of 365 patients diagnosed with PE were included in the research. PE recurrence accounted for 15.1% of the patients and was observed during the entire study period. In the initial population, no significant difference was observed between the groups with and without statins treatment (statin 15.6% vs. non-statin 14.9%, p = 0.860). After PSM, multivariate logistic regression analysis revealed that the odds ratio of PE recurrence in the statin users was 0.489 (95% confidence interval 0.190 to 1.258, p = 0.138). Conclusions: Our study provides no support for the use of statins as an adjunctive therapy in patients with PE at the initiated time of diagnosis or as a prophylactical plan when anticoagulation is discontinued attempting to reduce the risk of recurrence.