Critically ill patients in the intensive care unit (ICU) are often immobilized and on mechanical ventilation, placing them at increased risk for thromboembolic diseases, particularly deep vein thrombosis (DVT) and, to a lesser extent, pulmonary embolism (PE). While these conditions are frequently encountered in the emergency department, managing them in the ICU presents unique challenges. Although existing guidelines are comprehensive and effective, they are primarily designed for patients presenting with PE in the emergency department and do not fully address the complexities of managing critically ill patients in the ICU. This review aims to summarize the available data on these challenging cases, offering a practical approach to the prevention, diagnosis, and treatment of PE, particularly when it is acquired in the ICU.