Over the last decade, intravitreal anti-vascular endothelial growth factor (anti-VEGF) agents have been increasingly used in the management of various retinal diseases, especially diabetic macular oedema. Diabetic macular oedema is one of the leading causes of legal blindness among patients with diabetic retinopathy, meaning these patients are eligible for associated medical benefits. It is essential that diabetic macular oedema is managed with an effective and safe treatment for good long-term prognosis. Over the past decade, focal/grid laser photocoagulation has been the gold standard treatment. However, evidence supporting the superior clinical benefits and relative safety of anti-VEGF agents has driven a recent shift in treatment paradigm, favouring anti-VEGF over laser treatment. Previous studies involving systemic anti-VEGF treatment in cancers have identified an associated increased risk of arteriothrombotic events, such as myocardial infarction and stroke, which are potentially fatal. Hence, it is important to evaluate whether such risks, which will significantly alter the safety profile, persist with intravitreal administration. A comprehensive literature review was performed and concluded that no significant increase in risk of ocular or non-ocular adverse events, particularly arteriothrombotic events, were associated with anti-VEGF agents, predicting an overall favourable safety profile. A summary of some of the possible adverse events recorded in the various studies, albeit at relatively low rates, are also included. Additionally, it is briefly discussed how real-world concerns of cost and affordability can influence treatment choice, thereby affecting how clinical evidence is transferred into practice.