Patients with cancer are prone to develop venous thromboembolism (VTE) that is the second leading cause of mortality among them. Cancer patients with VTE may encounter higher rates of VTE recurrence and bleeding complications than patients without cancer. Treatment of established VTE is often complex in patients with cancer. Treatment of cancer-associated VTE basically comprises initial treatment, long-term treatment, treatment within 6 months, treatment beyond 6 months, treatment of recurrent VTE, and treatment in special situations. Decision of antithrombotic therapy, selection of anticoagulants, duration of anticoagulation, decision of adjuvant therapy, and adjustment of regimen in special situations are the major problems in the treatment of cancer-associated VTE. Therapeutic anticoagulation is the key of the key in the treatment of cancer-associated VTE. In addition to the efficacy and safety of low-molecular-weight heparin (LMWH) that has been fully demonstrated, direct oral anticoagulants (DOACs) are increasingly showing its advantages along with the accompanying concern in the treatment of cancer-associated VTE. The latest ASCO, ITAC and NCCN guidelines agree with each other on most aspects with respect to the treatment of cancer-associated VTE, whereas differ on a few issues. Encompassing recent randomized controlled trials, clinical trials, and meta-analyses, as well as the comparison of the latest authoritative guidelines including the NCCN, ASCO, and ITAC guidelines in this field, the objective of this review is to present current overview and recommendations for the treatment of cancer-associated VTE.