Introduction: Exudative pleural effusion is one of the most commonly encountered clinical conditions for pulmonologists. Sometimes, etiological diagnosis of pleural effusion is difficult despite cytological, biochemical, and microbiological tests and is then labeled as undiagnosed exudative pleural effusion (UPE). The present study aimed to assess the diagnostic yield and safety of closed pleural biopsy (CPB) in such patients with UPE. Materials and Methods: This was a hospital.based, interventional study conducted on 101 UPE patients for 2 years. All patients were subjected to CPB using Abrams needle. Pleural biopsy samples were subjected to histopathology, Ziehl-Neelsen staining, and tuberculosis (TB) culture. All the data, including demographic characteristics, pleural biopsy reports, and procedure complications, were recorded. Statistical analysis was performed using the SPSS software 10 and results were expressed in terms of means and percentages. Results: A total of 101 patients (68 males and 33 females with a mean age of 50.1 years) were subjected to pleural biopsy. Of 88 patients in whom adequate pleural tissue was obtained, diagnosis of malignancy and TB was made in 36 and 31, respectively, and pleural biopsy examination findings were nonspecific (acute/chronic inflammation) in 21 patients. The diagnostic yield of pleural biopsy was 76%. Minor complications were observed in ten patients. Conclusions: A pleural biopsy is a valuable diagnostic tool in UPE cases. Malignancy was the most common cause of exudative pleural effusion, followed by TB in our setup. Pleural biopsy should be considered in all patients with UPE