Many aspects of care such as management of hypercoagulable state in COVID-19 patients, especially those admitted to intensive care units is challenging in the rapidly evolving pandemic of novel coronavirus disease 2019 (COVID-19). We seek to systematically review the available evidence regarding the anticoagulation approach to prevent venous thromboembolism (VTE) among COVID-19 patients admitted to intensive care units. Electronic databases were searched for studies reporting venous thromboembolic events in patients admitted to the intensive care unit receiving any type of anticoagulation (prophylactic or therapeutic). The pooled prevalence (and 95% confidence interval [CI]) of VTE among patients receiving anticoagulant were calculated using the random-effects model. Subgroup pooled analyses were performed with studies reported prophylactic anticoagulation alone and with studies reported mixed prophylactic and therapeutic anticoagulation. We included twelve studies (8 Europe; 2 UK; 1 each from the US and China) in our systematic review and meta-analysis. All studies utilized LMWH or unfractionated heparin as their pharmacologic thromboprophylaxis, either prophylactic doses or therapeutic doses. Seven studies reported on the proportion of patients with the previous history of VTE (range 0–10%). The pooled prevalence of VTE among ICU patients receiving prophylactic or therapeutic anticoagulation across all studies was 31% (95% CI 20–43%). Subgroup pooled analysis limited to studies reported prophylactic anticoagulation alone and mixed (therapeutic and prophylactic anticoagulation) reported pooled prevalences of VTE of 38% (95% CI 10–70%) and 27% (95% CI 17–40%) respectively. With a high prevalence of thromboprophylaxis failure among COVID-19 patients admitted to intensive care units, individualised rather than protocolised VTE thromboprophylaxis would appear prudent at interim.