Pulmonary arterial hypertension (PAH) is a rare disease caused by pulmonary vascular remodeling. Current vasodilator treatments have substantially improved patients’ survival. This improved survival has led to the appearance of complications related to conditions previously underdiagnosed or even ignored, such as pulmonary artery aneurysm (PAA). The presence of a dilated pulmonary artery has been shown to be related to an increased risk of sudden cardiac death among PAH patients. This increased risk could be associated to the development of left main coronary artery compression or pulmonary artery dissection. Nevertheless, very little is currently known about the molecular mechanisms related to PAA. Thoracic aortic aneurysm (TAA) is a well-known condition with an increased risk of sudden death caused by acute aortic dissection. TAA may be secondary to chronic exposure to classic cardiovascular risk factors. In addition, a number of genetic variants have been shown to be related to a marked risk of TAA and dissection as part of multisystemic syndromes or isolated familial TAA. The molecular pathways implied in the development of TAA have been widely studied and described. Many of these molecular pathways are involved in the pathogenesis of PAH and could be involved in PAA. This review aims to describe all these common pathways to open new research lines that could help lead to a better understanding of the pathophysiology of PAH and PAA and their clinical implications.