Venous thromboembolism (VTE) is a leading cause of cardiovascular death and is associated with significant morbidity. Patients with cancer, and gastrointestinal (GI) malignancies in particular, are at increased risk of VTE, increased risk of bleeding with VTE treatment, and increased risk of recurrent VTE compared with the general population. VTE has been shown to be a leading cause of death among patients with cancer. This review will discuss special considerations in the prevention, diagnosis, and management of VTE in patients with GI malignancies. Given the increased risk of VTE observed in ambulatory patients with GI malignancies, multiple trials have examined and demonstrated the efficacy of prophylactic anticoagulation in high-risk patients with cancer undergoing chemotherapy, particularly in patients with gastric and pancreatic cancers. Patients with GI malignancies have also played a central role in discussions of the risks and benefits of the use of direct oral anticoagulants in patients with cancers, with first-line anticoagulation options expanding to include low-molecular-weight heparin, rivaroxaban, edoxaban, and apixaban. However, there continue to be concerns regarding an increased risk of bleeding with edoxaban and rivaroxaban in patients with GI malignancies. In addition to anticoagulation, individualized risk and benefit analysis should be undertaken for interventions including inferior vena cava (IVC) filter placement and catheter-directed thrombolysis in the setting of increased risk of bleeding and recurrent VTE for patients with GI malignancies. Several unique scenarios that may be seen with GI malignancies, including incidental VTE, splanchnic vein thrombosis, IVC thrombosis, and iliac vein compression, require individualized decision making.