Non-steroidal anti-inflammatory drugs (NSAIDs) are frequently used in clinical practice, and are considered a first-line option for pain management. However, non-selective NSAIDs (nsNSAIDs) and new generation NSAIDs named cyclo-oxygenase-2 inhibitors (coxibs) are very different from one another and their cardiovascular and gastrointestinal safety profiles may influence prescribing. This article resulted from a search of MEDLINE/Pubmed, Cochrane Library, Bandolier, Medscape and Trip database, up to June 2011. Key words included non-steroidal anti-inflammatory, coxib and safety, with the purpose of reviewing the gastrointestinal and cardiovascular safety issues of NSAIDS and the main aspects that differentiate both classes. Selective coxibs are associated with a more favourable gastrointestinal safety profile than nsNSAIDs. In terms of the risk of cardiovascular events, there seems to be a class effect for all NSAIDs with the possible exception of naproxen. The proper usage guidelines for NSAIDs detail the importance of risk factors for each patient in addition to the differences between classes. Patients with high cardiovascular or gastrointestinal risk should avoid using NSAIDs. These medications should be used at the minimum effective dose and for the shortest time possible in all patients.