This study was to investigate the diagnostic value of percutaneous closed pleural brushing (CPBR) followed by cell block technique for malignant pleural effusion (MPE) and the predictive efficacy of pleural fluid carcinoembryonic antigen (CEA) for epidermal growth factor receptor (EGFR) mutations in lung adenocarcinoma patients with MPE. All patients underwent closed pleural biopsy (CPB) and CPBR followed by cell block examination. MPE-positive diagnostic rates between the two methods were compared. Univariate and multivariate analyses were performed to determine factors influencing the EGFR mutations. Receiver operating characteristic (ROC) curve was used to analyze the predictive efficacy of pleural fluid CEA for EGFR mutations. The cumulative positive diagnostic rates for MPE after single and twice CPBR followed by cell block examination were 80.5% and 89.0%, higher than CPB (45.7%, 54.3%) (P < 0.001). Univariate analysis showed that EGFR mutation was associated with pleural fluid and serum CEA (P < 0.05). Multivariate analysis showed that pleural fluid CEA was an independent risk factor for predicting EGFR mutation (P < 0.001). The area under the curve (AUC) of pleural fluid CEA for EGFR mutation prediction was 0.774, higher than serum CEA (P = 0.043), but no difference with the combined test (P > 0.05). Compared with CPB, CPBR followed by the cell block technique can significantly increase the positive diagnostic rate of suspected MPE. CEA testing of pleural fluid after CPBR has a high predictive efficacy for EGFR mutation in lung adenocarcinoma patients with MPE, implying pleural fluid extracted for cell block after CPBR may be an ideal specimen for genetic testing.