Thrombosis represents a frequent and potentially severe complication in individuals diagnosed with multiple myeloma (MM). These events can be driven by both the disease as well as the therapies themselves. Overall, available evidence is inconclusive about the differential thrombogenicity of carfilzomib/lenalidomide/dexamethasone (KRd) and bortezomib/lenalidomide/dexamethasone (VRd). This meta‐analysis compares the risk for venous thromboembolism (VTE; including deep venous thrombosis and pulmonary embolism) and arterial thromboembolism (ATE; including myocardial infarction and ischemic stroke) with KRd versus VRd as primary therapy for newly diagnosed MM (NDMM). Out of 510 studies identified after deduplication, one randomized controlled trial and five retrospective cohort studies were included. We analyzed 2304 patients (VRd: 1380; KRd: 924) for VTE events and 2179 patients (VRd: 1316; KRd: 863) for ATE events. Lower rates of VTE were observed in the VRd group when compared with the KRd group (6.16% vs. 8.87%; odds ratio [OR], 0.53; 95% confidence interval [CI], 0.32–0.88; p = .01). Both treatment groups exhibited minimal ATE incidence, with no significant difference between them (0.91% vs. 1.16%; OR, 1.01; 95% CI, 0.24–4.20; p = .99). In view of potential biases from retrospective studies, heterogeneity of baseline population characteristics, and limited access to patient‐level data (e.g., VTE risk stratification and type of thromboprophylaxis regimen used) inherent to this meta‐analysis, additional research is warranted to further validate our findings and refine strategies for thrombosis prevention in MM.