Polycythemia vera (PV) and essential thrombocythemia (ET) are myeloproliferative neoplasms (MPNs), which generally follow a benign and indolent clinical course. However, venous thromboses are common and constitute the main cause of morbidity and mortality. The discovery of the JAK2V617F mutation and other biomarkers has advanced our understanding of these diseases. There is a strong association between the presence of the JAK2V617F mutation and the development of thrombosis in ET. If venous thrombosis presents with unusual manifestations, the diagnosis of a MPN, such as PV or ET, should be part of the differentials. Treatment of venous thrombosis in MPN follows the same principle as in other patients with venous thrombosis, but careful attention to primary and secondary prophylaxis in addition to heparin-induced thrombocytopenia should be given. Cytoreductive therapy is indicated in high-risk subgroups of PV and ET patients, and alternative therapeutic agents have different effects on risk of venous thrombosis. New therapeutic approaches are emerging, and JAK2 inhibitors, histone deacetylase inhibitors and next-generation anticoagulants are in various stages of clinical development for the treatment of MPN, but their exact role in thrombosis prevention and treatment remains unclear.