Primitive neuroectodermal tumours (PNETs) are malignant tumours composed of small round cells of neuroectodermal origin that affect soft tissue and bone. PNETs originating in the pancreas are extremely rare; previous to this report, only 14 cases were reported worldwide, making this case the fifteenth in the world and the second in Asia. We present the case of a painful pancreatic lump diagnosed as PNET of the pancreas after a thorough workup. The diagnosis of PNET is made according to the overall clinical picture, imaging, histopathology, cytogenetics, and immunohistochemistry, as in the case we present. It is essential to differentiate primary pancreatic PNET from a secondary involvement. A review of all of the cases diagnosed worldwide thus far is also provided.