Primary malignant fibrous histiocytoma (MFH) arising in the lung is a rare clinical entity. We report a 34-year-old female who presented with a two-month history of dry cough. There was no fever, chest pain, shortness of breath, or body weight loss. Earlier chest roentgenograms revealed a cavity nodule in the left upper lobe, and no interval change in the size two months later. The chest computed tomography (CT) revealed a nodular lesion about 2.5 cm in the left upper lobe with partial cavity formation. The patient underwent CT-guided biopsy and the pathology reported a neoplasm. The possibility of malignancy was considered due to hypercellularity and cellular atypia. A left upper lobe lobectomy was performed and the final pathological diagnosis was malignant fibrous histiocytoma without lymph node metastasis. MFH is the most common soft tissue sarcoma in adults, usually arising in the extremities or trunk. The chest is a rare primary location for this tumor.