Human epididymis protein 4 (HE4) levels and the Risk of Ovarian Malignancy Algorithm (ROMA) have recently been shown to improve the sensitivity and specificity of epithelial ovarian cancer (EOC) diagnosis. We evaluated HE4 levels and ROMA as diagnostic tools of type I and type II EOC in Japanese women. Women who had a pelvic mass on imaging and were scheduled to undergo surgery were enrolled as ovarian mass patients. Serum levels of carbohydrate antigen 125 (CA125) and HE4 were tested in 319 women (131 benign, 19 borderline, 75 malignant, and 94 healthy controls). CA125, HE4, and ROMA were evaluated for sensitivity and by receiver operating characteristics (ROC) in type I and type II EOC. The results showed that, at 75% specificity, the sensitivity of CA125 and HE4 for type II was 92.1% for both markers and for type I was 51.5% and 78.8%, respectively. The sensitivities of ROMA (type I, 84.8% and type II, 97.4%) were better than those of CA125 and HE4. CA125, HE4, and ROMA were all highly accurate markers for type II. For type I, HE4 and ROMA showed better sensitivity than CA125. ROMA displayed the best diagnostic power for type I and type II including for the early stage of type I. In conclusion, HE4, CA125, and ROMA are valuable markers for type II EOC diagnosis. HE4 and ROMA analyses may improve differentiation between type I EOC and a benign mass. Measurement of combined HE4 and CA125 levels provides a more accurate method for EOC diagnosis.