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Malignancy is an important predisposing factor for thromboembolic disease. Patients with malignancy display 4 to 10 times greater risk than the general population. As for lung cancer, that risk seems to further increase and become up to 20 times higher. The aim of this article is to review the International literature in order to highlight for the first time, the correlation between thromboembolic disease and small cell lung cancer. PubMed, Medline and Embase databases were searched from 1990 up to 2016, for retrospective and prospective studies that investigate the correlation between thromboembolic disease and small cell lung cancer. The incidence rate of thromboembolic disease found in these studies ranged between 6.8% and 11.5%. Thromboembolic disease is associated with a reduced survival in patients with small cell lung cancer and six factors seemed to increase the risk of thromboembolism: chemotherapy, cisplatin treatment, smoking, extensive disease, the infiltration of the superior vena cava and multiple concomitant diseases. Thromboembolic disease shows an increased incidence in patients with small cell lung cancer and more research with well-designed studies is required in order to study in detail the anticoagulation treatment and the survival in small cell lung cancer patients.