Lenalidomide, an analog of thalidomide, is an effective new treatment for multiple myeloma. Both compounds are associated with an increased risk of venous thromboembolism, particularly when used in combination with high-dose dexamethasone. As new trials with lenalidomide are being planned and performed, investigators are placing high importance on reducing the risk of thrombosis by incorporating an antithrombotic agent into the therapeutic regimen. Low-molecular-weight heparin, warfarin, and aspirin have all been suggested as candidate drugs for thromboprophylaxis, but none of these agents have been evaluated in randomized clinical trials. A body of opinion has evolved that aspirin is very effective in preventing venous thrombosis in myeloma patients treated with lenalidomide. If correct, this view has important implications, because aspirin is inexpensive and is safer and more convenient than anticoagulants. On the other hand, aspirin is less effective than anticoagulants for preventing venous thrombosis in other high-risk groups, and therefore might not be the most appropriate choice for preventing of venous thrombosis in myeloma patients. This commentary examines the strength of the evidence supporting the effectiveness of aspirin in preventing venous thrombosis in multiple myeloma patients treated with lenalidomide. It is concluded that the evidence that aspirin is efficacious in preventing venous thrombosis in myeloma patients is based on “before/after” and retrospective studies, with potential for bias and confounders. There is, therefore, a critical need to incorporate a randomized comparison of aspirin with an anticoagulant in future trials evaluating lenalidomide in multiple myeloma.