Primary and secondary prevention of venous thromboembolism (VTE) are the major roles of anti-thrombotic therapy in patients with cancer. Although the choices of pharmacological agents remain limited, low molecular weight heparins (LMWHs) offer important advantages over traditional anticoagulants. For prophylaxis in the surgical setting, once-daily subcutaneous injections of LMWH are as effective and safe as multiple doses of unfractionated heparin and extending prophylaxis with LMWH beyond hospitalisation can safely reduce the risk of postoperative thrombosis after abdominal surgery for cancer. For treatment and secondary prophylaxis, clinical trials have shown that LMWHs are feasible, safe and more effective than oral anticoagulants in preventing recurrent VTE in cancer patients. Nonetheless, formal economic analyses are needed to study the cost-effectiveness of these agents. The preliminary observations that LMWHs are associated with reduction in cancer mortality make these agents an attractive therapeutic option in oncology patients.