The aim of this study was to assess the usefulness of the human epididymis protein 4 (HE4) serum biomarker in predicting malignant disease in a clinical setting in comparison with other diagnostic tools, such as serum CA125 and ROMA score. A multicentric prospective observational study was carried out between January 2010 and December 2011 in four European centres (Italy, Portugal, Latvia and Spain). Data from 981 healthy controls and patients diagnosed with adnexal pathology were collected. Data on the ROMA index, CA124 and HE4 tumour markers were analysed. The receiver–operator characteristics curve and the area under the curve were analysed to discriminate between malignant and nonmalignant disease. Predictive values were also calculated. In total, 642 (65.4%) patients presented with a pelvic mass, with 324 (33%) of them being diagnosed with malignant disease. Sensitivity for HE4 was 64.1%; specificity was 95.7%; and positive predictive value was 88.1%, with a 4.3% false-positive rate. On comparing malignant disease versus nonmalignant/healthy patients, there was a significant difference (P<0.001) in the area under the curve. The receiver–operator characteristic for CA125 was 0.79 [95% confidence interval (CI): 0.76–0.83], for HE4 was 0.89 (95% CI: 0.87–0.91) and for ROMA was 0.71 (95% CI: 0.68–0.75). The HE4 serum marker showed similar sensitivity, but better specificity, than CA125 and can improve the detection of malignant pathology in women diagnosed with adnexal pathology.