Percutaneous computed tomography (CT)-guided transthoracic needle biopsy (PCNB) is a common diagnostic procedure and is especially indispensable in thoracic oncology. Complications, such as pulmonary hemorrhage and pneumothorax are frequent, but usually easy to manage. Systemic air embolism is a rare but relevant adverse event and its true incidence is probably underestimated, as not all cases may become clinically apparent. We present a case of systemic air embolism following a core-needle biopsy of a left upper lobe lesion, where immediately after the procedure CT scans documented air in the thoracic aorta and in the left ventricle. In this context, we review the current literature on technical aspects as well as on frequent and infrequent major complications of PCNB, together with risk factors, emergency treatment and prevention strategies.