This article presents an empirical study that investigates the role of vocabulary knowledge in listening comprehension with 115 advanced Danish learners of English as a foreign language (EFL). The dimensions of depth and breadth of vocabulary knowledge (measured by the Vocabulary Levels Test and the Word Associates Test) were found to be significantly correlated with listening comprehension (measured by a listening test from the Cambridge certificate of proficiency in English) and could predict half of the variance in the listening scores. This study thus provides empirical evidence that vocabulary knowledge is an important factor for successful listening comprehension in EFL. Furthermore, the results suggest that a lexical coverage of 98% is needed for coping with the spoken texts that constitute the listening test. This coverage figure is consistent with findings from reading research.