HE4 (human epididymis protein 4) is overexpressed in both ovarian and endometrial cancers. Levels of the shed HE4 protein are elevated in sera from ovarian and endometrial cancer patients. HE4 is less frequently elevated than cancer antigen 125 (CA 125) in benign gynecologic conditions and is found in a fraction of endometrial and ovarian cancers that lack CA 125 expression. Consequently, HE4 has emerged as an important biomarker that complements CA 125 in discriminating between benign and malignant pelvic masses, monitoring response to treatment, and detecting recurrences of both ovarian and endometrial cancer. The "risk of ovarian malignancy algorithm" (ROMA) incorporates CA 125, HE4, and menopausal status to distinguish benign from malignant adnexal masses, and has been approved by the US Food and Drug Administration to aid in referring patients who are likely to have ovarian cancer to specially trained gynecologic oncologists for surgery. HE4 also promises to augment the sensitivity of CA 125 for detecting early-stage ovarian cancer. In this review, we discuss the discovery and biologic significance of HE4 and evaluate available evidence regarding the utility of HE4 as a biomarker for ovarian and endometrial cancer.