Pulmonary artery sarcoma is a highly malignant tumour. Therefore, making the diagnosis is very important. We describe a case which presented with dyspnea on exertion and was initially diagnosed as saddle pulmonary embolism per CT thorax with contrast. Despite adequate anticoagulation, symptoms still progressed. Follow-up CT thorax showed an extension of the presumed filling defect or clots into the left main pulmonary artery with new lung nodules. This prompted suspicion that this may not be a pulmonary embolism. Biopsy of the lung nodule revealed high grade soft tissue sarcoma with primary source from the pulmonary artery. Our case highlights that pulmonary artery sarcoma should always be included in the differential diagnosis of pulmonary embolism especially, if symptoms still progress while on adequate anticoagulation, or any pulmonary nodules develop on follow-up exam.