Context: An acute exacerbation of chronic obstructive pulmonary disease (AECOPD) is a common condition seen in emergency. Clinical conditions which mimic AECOPD are congestive heart failure, pneumonia, pneumothorax, pleural effusion, and pulmonary embolism (PE). Early recognition of PE can be difficult due to overlap in clinical symptoms of AECOPD. This should prompt clinicians to enhance PE suspicion in AECOPD patients of unknown origin. Aims: The aim of the study was to assess the prevalence of PE in unexplained acute exacerbation of COPD, severity, duration of hospital admission, and to explore factors associated with co-existing disease. Patients and Methods: This was a hospital-based cross-sectional study, conducted at a tertiary care center of Rajasthan. One hundred and ten cases of AECOPD of unknown origin hospitalized in the department of pulmonary medicine during the study period were included after conforming to the inclusion and exclusion criteria. Results: In our study, the prevalence of PE in unexplained AE-COPD was 18%. Clinically, chest pain and hemoptysis were present in 80% and 12% of the patients with PE, compared with 49% and 5% of the patients without PE, respectively. The mean duration of hospital stay of AECOPD patients without PE was 2.69 ± 1.08 compared to 6.65 ± 1.56 in PE, which is a highly statistically significant difference (P < 0.001) in the study population. Conclusion: Clinicians should be alert toward the presence of PE in patients with unexplained AECOPD, especially when chest pain, hemoptysis, disproportionate tachycardia, and signs of right ventricular failure are present and no clear infectious origin can be identified.