Shoulder arthroscopy is an increasingly common procedure. Pneumothorax post-shoulder arthroscopy is a rare complication. Our aim is to highlight a case report of pneumothorax post-shoulder arthroscopy and to conduct a literature review to evaluate the possible risk factors. We report the case of a 75-year-old male non-smoker, who underwent right shoulder arthroscopy without regional anaesthesia in the left lateral position and subsequently suffered a pneumothorax post-operatively. A PubMed Medline and Cochrane database search was carried out, and 32 articles were identified and thoroughly reviewed. Overall, among the articles that propose a mechanism, 75% (9/12) consider the pathogenesis to be multifactorial. The exact mechanism is currently unknown. Awareness of this complication and timely recognition are important to prevent life-threatening sequelae. Surgeons should maintain a low threshold for obtaining diagnostic plain radiographs in the event of clinical suspicion.