EXHIBIT 23.5 CONSENT OF INDEPENDENT ACCOUNTANTS We hereby consent to the incorporation by reference in the Registration Statement on Form S-3 (No. 333-3226) of CITGO Petroleum Corporation of our report dated March 2, 2004, except for matters discussed in Note 2, as to which the date is March 11, 2004, relating to the financial statements of LYONDELL-CITGO Refining LP, which appears in this Form 10-K. /s/ PricewaterhouseCoopers LLP Houston, Texas March 25, 2004