The aim of this paper is to prove negative type results concerning the almost everywhere convergence of Riemann sums along the sequence of primes. An earlier result of \textit{W. Rudin} [Proc. Am. Math. Soc. 15, 321-324 (1964; Zbl 0132.03601)] is improved. \textit{J. Bourgain}'s entropy criterion is used [Isr. J. Math. 63, No. 1, 79-97 (1988; Zbl 0677.60042)]. See also \textit{D. Schneider} and the second author [in: Séminaire de probabilités XXVII. Lect. Notes Math. 1557, 202-206 (1993; Zbl 0799.60035)], concerning the technique of proof.
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