Venous thromboembolism (VTE) can represent the first clinical manifestation of an underlying occult malignancy, particularly when unprovoked. Large cohort studies and meta-analyses have reported that the risk of cancer is markedly increased in the first 6–12 months following unprovoked VTE, with a 3- to 4-fold higher risk compared with provoked VTE events, particularly among older patients. Certain clinical presentations, including upper-extremity deep vein thrombosis (DVT), bilateral DVT, splanchnic vein thrombosis, and cerebral venous thrombosis, are associated with a higher prevalence of occult cancer and warrant targeted investigations. Four randomised controlled trials and subsequent meta-analyses comparing limited versus extensive screening strategies (including whole-body CT scan and PET/CT scan) consistently demonstrated earlier cancer detection without a corresponding reduction in cancer-related or all-cause mortality, while extensive screening carries additional costs, radiation exposure, and risks of false-positive findings. Several clinical risk-prediction scores (RIETE, SOME, VTE-Malignancy, CAVE, and machine learning-based models) have been developed to identify patients at higher risk of occult cancer who might derive greater benefit from extensive screening. None of these scores demonstrates sufficiently robust discriminative performance for routine clinical use. Based on the available evidence, we propose a pragmatic, individualised algorithm favouring limited screening for most patients with unprovoked VTE, reserving extensive screening for those with high-risk clinical features following shared decision-making. Ongoing trials and emerging risk-stratification tools may help refine future screening strategies, balancing the benefit of early cancer detection against the risks and costs of extensive investigation.