Autoimmune hemolytic anemia (AIHA) is increasingly recognized as a strong risk factor for venous thrombosis. However, there are currently no guidelines on thromboembolism prevention and management during AIHA. Here, we describe the case of a patient with AIHA and pulmonary embolism and resume the current knowledge on epidemiology, risk factors, treatment, and pathophysiology of thrombosis during AIHA, as well as new therapeutic perspectives to prevent thrombus formation during AIHA.