Introduction: Vena cava filters have been used as a primary means to prevent symptomatic pulmonary embolism (PE) in trauma patients who cannot be anticoagulated after severe injury, but the economic implications for this practice remain unclear. Methods: Using a healthcare system perspective to analyze the a priori primary outcome of the da Vinci trial, we report the cost-effectiveness of using vena cava filters as a primary means to prevent PE in patients who have contraindications to prophylactic anticoagulation after major trauma. Results: Of the 240 patients enrolled, complete, prospectively collected, hospital cost data during the entire hospital stay − including costs for the filter, medical/nursing/allied health staff, medical supplies, pathology tests, and radiological imaging − were available in 223 patients (93%). Patients allocated to the filter group ( n = 114) were associated with a reduced risk of PE (0.9%) compared to those in the control group ( n = 109, 5.5%; p = 0.048); and the filter’s benefit was more pronounced among those who could not be anticoagulated within 7 days (filter: 0% vs control: 16%, Bonferroni-corrected p = 0.02). Overall, the cost needed to prevent one PE was high (AUD $379,760), but among those who could not be anticoagulated within 7 days, the costs to prevent one PE (AUD $36,156; ~ USD $26,032) and gain one quality-adjusted life-year (AUD $30,903; ~ USD $22,250) were substantially lower. Conclusion: The cost of using a vena cava filter to prevent PE for those who have contraindications to prophylactic anticoagulation within 3 days of injury is prohibitive, unless such contraindications remain for longer than 7 days. (Australian New Zealand Clinical Trials Registry no.: ACTRN12614000963628)