Malignant pleural effusions (MPEs) represent a common complication of advanced malignancies. However, adequate palliation of this highly symptomatic accompaniment to cancer can be achieved in most patients by adopting the appropriate therapy. Several options are available for the treatment of MPE. Systemic therapy may control the effusion in patients whose underlying malignancy is sensitive to anti-cancer agents. Repeated thoracocentesis can be appropriate for patients with limited life expectancy or slowly recurrent effusions. In the majority of the remaining cases the treatment of choice is pleurodesis with sclerosing agents administered via tube thoracostomy. Controversy still exists as to which drug produces the best results: talc and bleomycin appear to be among the most cost-effective agents. The debate over the best agent to be used for pleurodesis refers to the difficulty in comparing results of studies using different eligibility criteria, response assessment and end-points. This article describes the various treatments which have been reported in the literature to play a role in the management of MPEs. It is also aimed at providing guidelines in allocating patients to appropriate treatments.