SARS-Cov-2 infection, a pandemic disease since March 2020, is associated with a high percentage of cardiovascular complications mainly of a thromboembolic (TE) nature. Although clinical patterns have been described for the assessment of patients with increased risk, many TE complications occur in patients with apparently moderate risk. Notably, a recent statement from the European Society of Cardiology (ESC) atherosclerosis and vascular biology working group pointed out the key role of vascular endothelium for the recruitment of inflammatory and thrombotic pathways responsible for both disseminated intravascular coagulation and cardiovascular complications. Therefore, a better understanding of the pathophysiological process linking infection to increased TE risk is needed in order to understand the pathways of this dangerous liaison and possibly interrupt it with appropriate treatment. In this review, we describe the histological lesions and the related blood coagulation mechanisms involved in COVID-19, we define the laboratory parameters and clinical risk factors associated with TE events, and propose a prophylactic anticoagulation treatment in relation to the risk category. Finally, we highlight the concept that a solid risk assessment based on prospective multi-center data would be the challenge for a more precise risk stratification and more appropriate treatment.