The risk of venous thromboembolism (VTE) is increased in association with malignancy, and has a potential to produce significant morbidity and mortality. Treatment of such patients with anticoagulants is associated with both benefit and a high rate of complications. In the early phase, the treatment is usually achieved with low molecular weight heparin (LMWH), which has a number of advantages over unfractionated heparin (UFH): once or twice daily administration, no necessary laboratory monitoring, lesser risk of bleeding and no drugs interactions. Nevertheless, the UFH is the anticoagulant of choice when a rapid anticoagulant effect or stop of anticoagulant effect is required, in the treatment of massive pulmonary embolism or severe renal insufficiency. Prolonged anticoagulation with LMWH (over 3 or 6 months) appears to be beneficial on survival for such patients. The subject of anticoagulation in patients with primary or secondary brain tumours is controversial. The long-term anticoagulation mainly use LMWH or vitamin K antagonist. The last ones are more difficult to use because of an unpredictable response with higher rate of recurrence and bleeding. The optimal duration of treatment is not known but the patients should be treated for at least 6 months, even at least 12 months after a second episode of venous thromboembolism. On the primary prevention in high-risk surgical oncology, the LMWH are at least as effective and safer as UFH when the optimal dose was administered. For the medical patients, the use of prophylactic anticoagulant treatment is less clear except the patients who are bedridden for prolonged periods of time. For the secondary prevention, the LMWH seems to be more effective over vitamin K antagonists. For these patients, the anticoagulant therapy is recommended indefinitely or until cancer is resolved.