Cancer patients with venous thromboembolism (VTE) have more complications related to the anticoagulation treatment than the general population. Vena cava filters are a useful tool in cancer patients, but their use in advanced disease is controversial. In this paper, we reviewed the indications, complications and frequency of retrieval of vena cava filters in cancer patients with VTE. Twenty seven patients with vena cava filter placements were analyzed. Twenty five had solid tumors and two non Hodgkin lymphomas. Twenty five were under active treatment (surgery and/or chemotherapy). Nineteen were classified as stage IV of disease. Indications for filter placement were perioperative prophylaxis in 14 cases (51.9%), hemorrhage (n = 5), thrombocytopenia (n = 4), central nervous system metastases (n = 2), stroke (n = 1) and previous neurosurgery (n = 1). Eight (29.6%) filters were retrieved. The median time to retrieval was 21 days (range: 6-75). There was no statistically significant difference in the frequency of retrieval between perioperative prophylaxis placement (6/14) and other contraindications for anticoagulation treatment (2/13; p = 0.2087). There were no adverse events related to the placement or retrieval procedures.