Anticoagulants are used for the prevention and treatment of venous thromboembolism and for the secondary prevention of stroke and myocardial infarction. The list of available anticoagulants includes unfractionated heparin, low molecular weight heparins, fondaparinux, warfarin and the direct thrombin inhibitors. Numerous randomised controlled trials have pitted one anticoagulant against another to ascertain superiority in terms of safety and efficacy. Differences in these outcomes are assessed using appropriate statistical tests. When a statistically significant difference is found, it is generally accepted that one option is superior to another. There is also an interest in whether there is a clinically significant difference between two or more treatments, even when there may not be a statistically significant difference. This decision is reached through clinical judgment based on logical and ethical considerations. Another important way to judge the difference between alternative treatment strategies is to test for economically significant differences. This is accomplished through pharmacoeconomic analysis. This paper reviews the evidence gathered from published studies designed to detect an economically significant difference between two or more anticoagulants used for the same clinical indication.