The safety of combined hormonal contraceptives (CHCs) has been documented by years of follow-up, and the occurrence of venous thromboembolism (VTE) possibly related to their use is rare in the young population exposed to these agents. The balance between the benefits and risks of contraceptive steroids is generally positive, in particular when compared with pregnancy's risks. Epidemiological studies led to different results showing either no difference in VTE risk between CHCs (active surveillance prospective studies) or an increase in risk (observational or database studies). The discrepancy may be explained by different study designs and the fact that important risk factors such as overweight, family history of thrombosis, and smoking were not adjusted for in some observational studies. To improve the safety of CHC, modifying the estrogen dose and type, selecting newer progestins, and alternative routes of delivery were implemented. Ethinyl- E_2 (EE) exerts a stronger effect than E_2 on estrogen-dependent markers such as liver proteins and coagulation factors. To circumvent the metabolic changes induced by EE, more natural compounds such as E_2 and E_2 valerate (E_2V) were developed, as well as new progestins structurally closer to P. Progestins when given alone do not increase VTE risk, and their risks and benefits depend upon their chemical structure, the type and dose of combined estrogen, and the delivery route. The lower impact of E_2-based CHCs on metabolic markers may result in an improved safety profile. A recent study on clinical outcomes supports this hypothesis. In conclusion, CHCs remain a safe and effective choice to prevent unwanted pregnancy, and the risk of VTE is in general low. Careful consideration of individual risk factors should be given before prescribing to avoid cumulative risks and minimize the occurrence of unwanted events.