A pleural exudate that remains undiagnosed after a combined clinical assessment, thoracentesis, and imaging requires a pleural biopsy for a definitive diagnosis. Thoracoscopy is often the first method of choice to obtain tissue as it offers greater sensitivity and there is a perception of less risk. However, with imaging guidance, closed pleural biopsy is a safe, affordable, and effective alternative to diagnose all forms of pleural disease. Ultrasound (US) has several benefits when compared with computed tomography for image-guided biopsy, as it is widely available, can be performed bedside, and does not expose the patient to radiation. If performed in optimal conditions, a transthoracic US-guided closed pleural biopsy can yield results comparable to those of thoracoscopy and a marked reduction in the complication rate versus blind biopsy. Abrams and Tru-Cut needles are the most widely used for a closed pleural biopsy. Either may be used with real-time image guidance or with a free-hand image-assisted technique to harvest up to 6 separate tissue samples. The needle choice will depend on the morphology of the lesion observed on imaging. The Tru-Cut is generally preferred for mass lesions of the pleura or pleura that is >20 mm in thickness, and the Abrams for pleural thickening of <20 mm or radiologically normal pleura. A transthoracic US may be used to detect, rule out, and prevent complications, such as bleeding, solid organ injury, or pneumothorax. The ability to perform thoracic US is a necessary skill in current respiratory practice, and US-guided closed pleural biopsy has a critical role in diagnosis.