Compared to the general population, patients with multiple myeloma (MM) have a nine-fold increased risk of developing venous thromboembolism (VTE). Little is known about VTE prophylaxis in relapsed/refractory (RR) MM patients treated with next generation anti-myeloma drugs, such as pomalidomide (Poma) and carfilzomib (K), and monoclonal antibodies daratumumab (Dara) and elotuzumab (Elo), alone or in combination with dexamethasone at high- (D, 40 mg/week) or low-dose (d, 20 mg/week). Here, we describe the incidence of VTE in a retrospective cohort of 112 consecutive relapsed and refractory myeloma (RRMM) patients who received a third line of treatment from April 2013 to February 2020. Anti-MM regimens included combinations of pomalidomide and dexamethasone (PomaD, N = 61), carfilzomib, lenalidomide and dexamethasone (KRd, N = 31), and elotuzumab, lenalidomide and dexamethasone (EloRd, N = 10), while the remaining 10 patients received daratumumab as a single agent. According to National Comprehnsive Cancer Network (NCCN), International Myeloma Working Group (IMWG) and 2015 European Myeloma Network (EMN) guidelines, 42 patients (38%) were classified as high-risk patients. According to the IMPEDE VTE score, 32 patients (28%) were classified as low-risk, with a score ≤ 3 (most of them in the PomaD and Dara group), 70 (63%) were classified as intermediate-risk, with a score of 4–7 (most of them in PomaD and KRd group), and 10 (9%) were classified as high-risk, with a score ≥8 (most of them in the PomaD group). All patients received a prophylaxis, consisting generally of low-doses of acetylsalicylic acid. VTE was recorded in 9% of our patients, all of them with an intermediate or high-risk IMPEDE score, treated with low doses aspirin (ASA). No VTE occurred in patients treated with daratumumab. Thus, our real-life experience documents that (1) in RRMM patients treated with continuative regimens of third line, the incidence of VTE is similar to the setting of newly-diagnosed patients; (2) many patients in real-life received prophylaxis with ASA, irrespective of the risk classification; (3) the IMPEDE VTE score seems to be more appropriate to define the risk categories. Randomized clinical trials are required to better define the VTE prophylaxis strategy in the RRMM setting.