Critically ill patients in the medical-surgical intensive care unit are at high risk of both venous thromboembolism (VTE) and bleeding. Although thromboprophylaxis is of proven effectiveness in other settings, relatively little data exist to inform "best practice" for the prevention of VTE for these patients. This narrative review article presents the rate, clinical consequences, and optimal strategies to prevent VTE in critically ill patients, focusing primarily on medical-surgical intensive care unit (ICU) patients, but also addressing other specific subgroups of critically ill patients. Despite the large number of medical-surgical ICU patients, their moderately high risk of VTE, and the morbidity and mortality likely to be associated with the development of VTE, relatively little methodologically rigorous data are available to guide practice. Large, well-designed randomized trials, powered to detect differences in clinically relevant end points, are required to advance the care of this highly vulnerable patient population.