Septic pulmonary embolism (SPE) results when fragments of thrombus containing bacteria or fungi travel to the pulmonary circulation and lodge in segmental and subsegmental pulmonary arteries. Almost invariably such embolization implies the presence of an endovascular infection (typically endocarditis, septic thrombophlebitis, or catheter-related infection) as the source of embolism. Here we report a case of Staphylococcus aureus bacteremia complicated with SPE in a patient who had no septic foci other than a soft tissue infection. We found 17 similar cases in the literature and reviewed their clinical presentation and outcomes. The most common presenting symptoms were fever (88%), chest pain (47%), dyspnea (29%), and cough (18%). Skin and soft tissue infections represented the most common suspected source of SPE. Methicillin-resistant S. aureus was isolated in most of the cases (71%). The USA300 strain carrying the Panton-Valentine leukocidin toxin gene was uniformly identified in all of the patients in whom genotyping of the isolate was available. Almost 90% of the patients reviewed had a full recovery with 4 to 8 weeks of intravenous antibiotic therapy. We conclude that SPE of unknown origin is an infrequently reported but serious complication of S. aureus bacteremia.