Dry needling is a widely used alternative therapy for musculoskeletal disorders, such as myofascial pain. The procedure involves placing a solid monofilament needle into myofascial trigger points or connective tissue to relieve pain. Some of the complications secondary to this procedure include cardiac tamponade, hematoma, infection, nerve injury, and pneumothorax. Although the incidence is low, the complications can be potentially life threatening. We present the case of a 44-year-old man who had dry needling of the infraspinatus, supraspinatus, rhomboid, and paraspinal muscles with subsequent development of a left apical pneumothorax. Given that the pneumothorax was small, the patient had good recovery with supplemental oxygen. Although the incidence of pneumothorax is very low, it is an important diagnosis to consider for a patient presenting with dry cough, malaise, chest pain, or shortness of breath after a dry needling procedure. Patients should be made aware of these potential complications as part of an informed consent.