Background: In the setting of a coronary care unit (CCU), the early detection of pneumonia is of paramount important to prevent severe complications. This study was designed aiming to evaluate the diagnostic accuracy of lung ultrasound (LUS) in the detection of pneumonia and compared with chest X-ray (CXR). Method: We enrolled 110 consecutive patients admitted to the CCU of Federico II University Hospital. Each patient underwent CXR and bedside LUS on admission. The final diagnosis (pneumonia vs. no pneumonia) was established by another clinician reviewing clinical and laboratory data independent of LUS results and possibly prescribing chest contrast-enhanced CT (n = 34). Results: The mean age was 70 ± 11 years old, and 68% were males. Pneumonia was clinically diagnosed in 26 (23%) patients. LUS was positive for pneumonia in 24 patients (sensitivity 92%, specificity 81%). Chest radiography was positive for pneumonia in nine patients (sensitivity 43%, specificity 95%). Using CT scan as a reference, LUS exhibited 92% sensitivity and a specificity of 96%. In ROC curve analysis, the diagnostic accuracy of CXR and LUS for the diagnosis of pneumonia was 0.86 (95% CI 0.77–0.94), which was higher than CXR 0.68 (95% CI 0.55–0.84), p < 0.05. Conclusion: Based on the findings of the present study, the accuracy of LUS in the detection of pneumonia was significantly higher than chest X-ray with comparable sensibility to CT scan.