The management of venous thromboembolism in the cancer population is clearly established. Low molecular weight heparin has a greater efficacy than warfarin in the treatment of cancer-associated thrombosis and is recommended as the preferred therapy. However, the evidence informing these recommendations excluded patients with poor prognosis or performance status, thrombocytopenia, bleeding or brain metastases. Furthermore, there is limited data on the management of venous thromboembolism resistant to anticoagulation, a phenomenon frequently encountered in the advanced cancer population. This paper will review the management of cancer-associated thrombosis with a particular focus on challenging clinical situations faced by palliative care teams looking after patients with advanced disease.