Interest in the use of percutaneous left ventricular assist devices (p-LVADs) for patients undergoing high-risk percutaneous coronary intervention (PCI) is growing rapidly. The Impella™ (Abiomed Inc.) is a catheter-based continuous micro-axial flow pump that preserves haemodynamic support during high-risk PCI. Anticoagulation is required to counteract the activation of the coagulation system by the patient’s procoagulant state and the foreign-body surface of the pump. Excessive anticoagulation and the effect of dual antiplatelet therapy (DAPT) increase the risk of bleeding. Inadequate anticoagulation leads to thrombus formation and device dysfunction. The precarious balance between bleeding and thrombosis in patients with p-LVAD support is often the primary reason that patients’ outcomes are jeopardized. In this chapter, we will discuss anticoagulation strategies and anticoagulant management in the setting of protected PCI. This includes anticoagulant therapy with unfractionated heparin, direct thrombin inhibitors, DAPT, purge blockage prevention by bicarbonate-based purge solution, and monitoring by activated clotting time, partial thromboplastin time, as well as anti-factor Xa levels. Here, we provide a standardized approach to the management of peri-interventional anticoagulation in patients undergoing protected PCI.