Bleeding is the main complication of oral anticoagulants, anti-vitamin K or new drugs such as anti-factor Xa or anti-thrombin agents. Risk factors associated with bleeding during warfarin therapy are discussed. For the new drugs no published data is available yet. Comparative frequencies of major bleeding during anticoagulation in atrial fibrillation and venous thromboembolism are shown. Beyond the intrinsic properties of the classic and new agents, patients characteristics and co-morbidities and an appropriate management of the antithrombotic therapy will be the factors associated with bleeding incidence in real life.