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Malignant pleural effusion (MPE) is a sign of advanced cancer and is associated with significant symptom burden and mortality. To date, management has been palliative in nature with a focus on draining the pleural space, with therapies aimed at preventing recurrence or providing intermittent drainage through indwelling catheters. Given that patients with MPEs are heterogeneous with respect to their cancer type and response to systemic therapy, functional status, and pleural milieu, response to MPE therapy is also heterogeneous and difficult to predict. Furthermore, the impact of therapies on important patient outcomes has only recently been evaluated consistently in clinical trials and cohort studies. In this review, we examine patient outcomes that have been studied to date, address the question of which are most important for managing patients, and review the literature related to the expected value for money …