Background: This study was designed to explore the prevalence of pulmonary embolism (PE) and sex and age-related risk of incident PE in in-hospital patients with atrial fibrillation (AF) in China. Methods: A retrospective cohort of 15,688 AF patients (mean age: 72.56 years; 55.7% male) was identified from 2008 to 2018 in our hospitals. The prevalence and incidence of PE over a 2.28-year follow-up were studied. Unadjusted, age or sex-adjusted, and multivariate Cox regression were used to explore the risk of PE in the studied patients. Results: One hundred eighty-two AF patients (1.2%) had PE at their first hospitalizations. Over a mean follow-up of 2.28 years, 85 patients developed PE, with an incidence of 0.24% per person-year. PE was more likely to occur in female and older patients with AF according to the unadjusted, age or sex-adjusted, and multivariate Cox regression analysis (all P<0.05). Moreover, a significant higher risk of PE was seen in female and older patients in AF using Kaplan -Meier analysis, respectively (log-rank: both P<0.001). Conclusions: In the current AF cohort, the prevalence of PE was 1.2% and the incidence of PE was 0.24% per person-year during a mean follow-up of 2.28 years. Female and older patients were more likely to experience PE compared to male and younger patients.