Evidence on the associations of lifestyle factors with venous thromboembolism (VTE) is inconsistent. We aimed to investigate the associations of modifiable lifestyle factors with VTE in women and men. Methods: We used data from two cohorts comprising 30,137 women and 36,193 men aged over 45 years and free of cancer and VTE. Information on lifestyle factors was collected in 1997 via a self-administrated questionnaire. VTE cases were ascertained by linkage with the National Patient Register until the end of 2019. Results: During a mean of 16.9-years follow-up, 1784 women and 2043 men were diagnosed with VTE. Compared with individuals with <10 min/day of physical activity, the multivariable hazard ratios (HRs) of VTE were 0.67 (95% confidence interval (CI), 0.58, 0.79) and 0.78 (95% CI, 0.67, 0.92) in women and men with >60 min/day, respectively. Compared with individuals with the lowest adherence to a modified Dietary Approaches to Stop Hypertension diet, the multivariable HRs of VTE were 0.87 (95% CI, 0.75, 0.99) and 0.88 (95% CI, 0.80, 1.00) for women and men with the highest adherence. In women, the multivariable HRs of VTE were 1.16 (95% CI, 1.03, 1.29) for past smoker and 1.28 (95% CI, 1.14, 1.45) for current smoker compared with never smoker. Alcohol and coffee consumption were not associated with VTE. Conclusions: This study suggests that being physically active and adhering to a healthy diet may lower the risk of VTE in women and men. Cigarette smoking was positively associated with VTE in women.