We report a case of pneumocephalus during continuous epidural infusion. A 52-year-old malnourished man with rectal cancer had been treated with continuous epidural block for the relief of pain in the left thigh. Eleven days after catheter insertion, a dull, persistent headache occurred in the frontal region, and it worsened gradually. It was precipitated by any head motion and was not relieved by the supine position. A head computed tomography (CT) scan taken 3 days after the onset of the headache revealed about 15 ml of intracranial air and backward compression of the brain. The catheter was removed and the patient maintained bed-rest. The headache disappeared 2 days later. It is speculated that the air was sucked in through the space along the epidural catheter.