We introduce the concept of monomial ideals with stable projective dimension, as a generalization of the Cohen-Macaulay property. Indeed, we study the class of monomial ideals $I$, whose projective dimension is stable under monomial localizations at monomial prime ideals $\fp$, with $\height \fp\geq \pd S/I$. We study the relations between this property and other sorts of Cohen-Macaulayness. Finally, we characterize some classes of polymatroidal ideals with stable projective dimension.