BACKGROUND HE4, a novel tumor marker for detecting ovarian cancer, has been recently applied to clinical practice. However, the comprehensive evaluation of HE4 combined with other markers is still missing. We evaluated an optimal mode of HE4 employment for differential diagnosis of benign and malignant pelvic masses. METHODS Serum HE4, CA125, CA153, CA199, CA211 and CA724 were measured from 232 patients with pelvic messes (100 malignant masses, 132 benign diseases), and the risk of ovarian malignancy algorithm (ROMA) was also calculated. Receiver operating characteristic curves (ROC), the area under the curve (AUC), sensitivity and specificity were estimated. RESULTS The combination of HE4 and CA125 (AUC of 0.963, sensitivity of 96.6%, specificity of 65.7%) provided the best differential power in diagnosing ovarian cancer. ROMA performed better in the diagnosis of pelvic masses (AUC of 0.917, sensitivity of 82.0%, specificity of 78.8%) and uterine cancer (AUC of 0.838, sensitivity of 82.0%, specificity of 60.0%) compared with applying HE4 and CA125 individually. CONCLUSIONS The optimal cut-off values (CA125: 93.2U/ml, HE4: 87.6 pmol/l, ROMA: 18.1% for pre- and 31.5% for postmenopausal women), simultaneous use of CA125 and HE4 complemented by ROMA showed better performance than the traditional detection modes for differential diagnosis of ovarian cancer. We also observed that ROMA added more accuracy for differentiating the benign and malignant pelvic masses and auxiliary diagnosis of uterine cancer.