The objective of this study is to assess tissue expression of CA-125 and HE4 protein in primary benign and malignant epithelial tumours of the ovary and correlate with serum CA-125 levels. A total of 100 formalin-fixed, paraffin embedded sections of ovarian tumours which included serous adenoma (11), mucinous adenoma (42), serous carcinoma (20), mucinous carcinoma (12) and endometrioid carcinoma (15), histologically diagnosed between $1^{st}$ January 2004 to $31^{st}$ December 2012 at the University Malaya Medical Centre, were stained for HE4 (rabbit polyclonal antibody, Abcam, UK) and CA-125 (mouse monoclonal antibody clone: OC125, Cell Marque Corporation, Rocklin, California, USA). Pre-operative serum CA-125 levels were obtained from the laboratory information system. Immunoscore (I score) for HE4 and CA-125 was given based on the intensity of staining and percentage of positive tumour cells and considered significant when it was >50 (intensity of staining multiplied by percentage of positive tumour cells). Serum CA-125 levels were compared with the I score of HE4 and CA-125 in tissues. We noted that the CA-125 levels in serum and tissues were significantly raised in malignant compared to benign ovarian tumours (p value<0.05). Tissue expression of HE4 protein was also significantly raised in malignant tumours compared to benign tumours (p value<0.05). We conclude that HE4 can be a useful tissue immunomarker in addition to CA-125.