Cancer-associated venous thromboembolism (VTE) is common in women with cancer. Many clinical practice guidelines provide guidance for prevention and treatment; however, there are no specific recommendations for women. This is unfortunate because the proportion of women with breast- and gynecological cancers is high among patients with cancer-associated VTE. Thromboembolism often heralds cancer progression and poor prognosis and should—besides adequate anticoagulant management—also prompt reassessment and, if necessary, changes in cancer treatment. Recently, the new class of direct-acting oral anticoagulants (DOACs) has started to replace low-molecular-weight heparin as standard thromboprophylaxis and therapy in cancer patients. They are very effective, but they also carry a relevant risk of bleeding. Therefore, despite their ease of use, not every tumor patient qualifies for a DOAC, and this is especially true for gynecological tumor patients. Each prescription must be weighed individually. This review addresses specific aspects of VTE prophylaxis and management in women with cancer. Every physician who treats breast and gynecological cancers should be familiar with prophylaxis, diagnosis, and therapy of cancer-associated VTE. At the same time, patients should be informed by their physician what symptoms to look for and whom to contact if these symptoms occur, even outside of office hours and on weekends.