Abstract Background Endometriosis is frequently associated with high levels of CA125. This marker is therefore not useful for discriminating ovarian endometrioma from ovarian malignancy. The aim of this study was to establish a panel of complementary biomarkers that could be helpful in the differential diagnosis between ovarian endometriosis or other ovarian benign masses and ovarian cancer. Methods Blood samples from 50 healthy women, 17 patients with benign ovarian tumors, 57 patients with ovarian endometrioma and 39 patients with ovarian cancer were analyzed and serum values were measured for the following biomarkers: CA125, HE4 and CA72-4. Results Serum CA125 concentration was elevated in both patients with ovarian endometriosis and ovarian cancer but not in patients with other benign ovarian masses. HE4 was never increased in patients with endometriosis or benign masses whereas it was significantly higher in all patients with ovarian cancer (p < 0.05). A marked difference in CA72-4 values was observed between women with ovarian cancer (67%) and those with endometriosis (p < 0.05). Conclusions The results of the study suggest that HE4 and CA72-4 determination is the best approach to confirm the benign nature of ovarian endometrioma in women with high CA125 levels.