We performed a systematic review of the literature on venous thromboembolism (VTE) prophylaxis following cerebral infarct (CI) and haemorrhagic stroke. MEDLINE, Cochrane, LILACS and SciELO databases were scanned, and the Abstracts from Brazilian, American and European Neurology and Stroke Congresses were scrutinized for clinical trials. Moreover, the reference lists of articles and reviews were searched. A pooled analysis of two large studies with aspirin was made. Both unfractionated heparin and low molecular weight heparins/heparinoids (LMWH) are partially effective for VTE prophylaxis after CI, and should be routinely used in patients with motor deficit and reduced mobility and no contraindications. Reduction of deep venous thrombosis is better established than the effect over pulmonary embolism or mortality. Some evidence points to a greater efficacy of LMWH. The available evidence does not support the use of mechanical methods or dextran. Aspirin may have a mild protective effect. Low-dose Warfarin might be useful in the rehabilitation setting. Strict recommendations cannot be made in patients with haemorrhagic stroke but intermittent pneumatic compression merits further study. There are important limitations of current VTE preventive strategies following stroke. Additional studies on the combination of methods after CI and of low doses of anticoagulants following cerebral haemorrhage are urgently needed.