Few studies assessed the association between major adverse cardiovascular events and adherence to warfarin and direct oral anticoagulants (DOACs) in patients with atrial fibrillation (AF). Therefore, we aimed to evaluate the effects of adherence to oral anticoagulants (OACs) in patients with AF using claims data (July 2014–April 2019). Using the initial 3-month medication possession rate (MPR), patients were categorized into adherent (MPR ≥ 0.8) or non-adherent (MPR < 0.8) groups. Propensity score matching of non-adherent group to adherent group was conducted for warfarin (1:1) and DOAC (1:3), respectively. Incidence of ischemic stroke, myocardial infarction (MI), intracranial hemorrhage, and all-cause death was assessed in the matched cohort (67,147 patients). The hazard ratio (HR) for adherence to OAC was estimated using the Cox proportional hazard model with adjusting covariate including age and sex. The risk for ischemic stroke, MI, and all-cause death was lower in the DOAC adherent group than in the DOAC non-adherent group (HR: 0.78; 95% confidence intervals: 0.73–0.84; 0.75, 0.60–0.94; 0.54, 0.51–0.57, respectively). Adherence to OAC was not associated with the risk of intracranial hemorrhage (1.01, 0.85–1.20). Commitment programs to improve adherence in patients with AF could maximize drug effectiveness and safety.