Retroperitoneal perforation during therapeutic endoscopic retrograde cholangiopancreatography (ERCP) is uncommon and is usually manifested by abdominal pain, fever and leukocytosis. We report the case of a patient with post-ERCP subcutaneous emphysema, pneumomediastinum and pneumothorax treated conservatively. A 79-year-old woman with a diagnosis of choledocholitiasis was referred to our institution for an elective outpatient therapeutic ERCP. At the end of the procedure, subcutaneous emphysema was observed, and a thoracic computed tomography revealed a right pneumothorax and pneumomediastinum. Supportive care was instituted and she was discharged asymptomatic after 10 days of hospitalization. Subcutaneous emphysema, pneumothorax and pneumomediastinum are potencial complications of ERCP and sphincterotomy. We review the other cases previously reported and discuss the management.