Pronouns that do not have explicit antecedents typically cause processing problems. We investigate a specific example in which this may not be the case, as in “At the interview, they asked really difficult questions,” where the plural pronoun they has no explicit antecedent, yet is intuitively easy to process. Some unspecified but constrained set of individuals (the interview panel or the company) can be inferred as the referent, but it is not crucial to determine specifically which entities are being referred to. We propose that this contrasts with the processing of singular pronouns (he or she), for which it is necessary to determine a specific referent. We used event-related brain potentials to investigate how readers process the pronoun (they vs. he/she) in these cases. Sentences were placed in a context that either did or did not contain an explicit antecedent for the pronoun. There were two key findings. Firstly, when there was no explicit antecedent, a larger fronto-central positivity was observed 750 msec after pronoun onset for he/she than they, possibly reflecting the additional difficulty involved in establishing a referent for he/she than for they when no explicit referent is available. Secondly, there was a larger N400-like deflection evoked by he/she than they, regardless of whether there was an explicit antecedent for the pronoun. We suggest that this is due to the singular pronouns bringing about a greater integration effort than the plural pronoun. This observation adds to a growing body of research revealing fundamental differences in the way these pronouns are handled by the language processor.