Serum pro-gastrin releasing peptide (proGRP) is a well-recognized diagnostic marker for small cell lung cancer (SCLC). Pleural effusion is common in patients with advanced SCLC. The diagnostic accuracy of pleural proGRP for malignant pleural effusion (MPE) has not yet been established. This study aimed to evaluate the diagnostic accuracy of pleural proGRP for MPE. We prospectively recruited patients with undiagnosed pleural effusions from two centers (Hohhot and Changshu). An electrochemiluminescence immunoassay was used to detect pleural fluid proGRP. The diagnostic accuracy of proGRP for MPE was evaluated using a receiver operating characteristic (ROC) curve. In both the Hohhot (n=153) and Changshu (n=58) cohorts, pleural proGRP in MPE patients did not significantly differ from that in patients with benign pleural effusions (BPEs) (Hohhot, P=0.91; Changshu, P=0.12). In the Hohhot and Changshu cohorts, the areas under the curves (AUCs) of proGRP were 0.51 [95% confidence interval (CI): 0.41-0.60] and 0.62 (95% CI: 0.47-0.77), respectively. However, patients with SCLC-induced MPE had significantly higher proGRP levels than those with BPE and other types of MPE (P=0.001 for both). In the pooled cohort, the AUC of proGRP for SCLC-induced MPE was 0.90 (95% CI: 0.78-1.00, P=0.001). At a threshold of 40 pg/mL, proGRP had a sensitivity of 1.00 (95% CI: 0.61-1.00) and specificity of 0.59 (95% CI: 0.52-0.66). The positive likelihood ratio was 2.61 (95% CI: 1.99-3.41), and the negative likelihood ratio was 0. Pleural proGRP has no diagnostic value for MPE, but has high diagnostic accuracy for SCLC-induced MPE. In patients with proGRP levels <40 pg/mL, MPE secondary to SCLC can be excluded.