Purpose: Malignant pleural effusion (MPE) affects 1 million people worldwide annually and can significantly impair physical activity. Accelerometry is a validated method of objectively assessing physical activity. The purpose of this study was to determine the compliance in patients with MPE to accelerometry and describe their activity. Methods: Patients with MPE wore an Actigraph GT3X accelerometer over a 7-day continuous wear protocol. Compliance was measured as the percent of patients who had ≥4 valid days (i.e., 8-h/day of waking wear-time). Eastern Cooperative Oncology Group performance status was documented the day of actigraphy initialization. Results: Forty-six patients with MPE received accelerometers; 44 (95.7%) returned their device. No complications were reported on their use. Forty subjects (90.9%) had ≥4 valid days of wear-time. Patients spent most of their waking hours sedentary [mean 11.0 h (SD 1.95)], with limited participation in moderate and vigorous physical activity [mean 9.5 min (SD 14.16)]. Compared to patients with better performance status (n = 32), patients with poorer performance status (n = 11) spent significantly more hours/day sedentary [mean difference 2.1 (CI 0.86–3.32); p = 0.001], as did those who survived <3 months (n = 5) compared to >12 months (n = 27) [mean difference 2.6 (CI 0.49–4.77); p = 0.013). Conclusion: Accelerometry was applied successfully in patients with MPE with high compliance and no adverse events. This is the first reported objectively measured physical activity in patients with MPE and revealed high sedentary behavior and low physical activity. The data reflected patient performance status and discriminated between survival groups. Accelerometry can provide a useful measure for future interventional studies in patients with MPE.