In patients with BCR-ABL-negative myeloproliferative neoplasms (MPN), arterial or venous thromboembolic events (ATE/VTE) are a major burden. In order to control these complications, vitamin K antagonists (VKA) are widely used. There is no robust evidence supporting the use of direct oral anticoagulants (DOAC) in MPN patients. We therefore compared the efficacy and safety of both anticoagulants in 71 cases from a cohort of 782 MPN patients. Seventy-one of 782 MPN patients (9.1%) had ATE/VTE with nine ATE (12.7%) and 62 VTE (87.3%). Forty-five of 71 ATE/VTE (63.4%) were treated with VKA and 26 (36.6%) with DOAC. The duration of anticoagulation therapy (p = 0.984), the number of patients receiving additional aspirin (p = 1.0), and the proportion of patients receiving cytoreductive therapy (p = 0.807) did not differ significantly between the VKA and DOAC groups. During anticoagulation therapy, significantly more relapses occurred under VKA (n = 16) compared to DOAC treatment (n = 0, p = 0.0003). However, during the entire observation period of median 3.2 years (0.1–20.4), ATE/VTE relapse-free survival (p = 0.2) did not differ significantly between the two anticoagulants. For all bleeding events (p = 0.516) or major bleeding (p = 1.0), no significant differences were observed between VKA and DOAC. In our experience, the use of DOAC was as effective and safe as VKA, possibly even potentially beneficial with a lower number of recurrences and no increased risk for bleedings. However, further and larger studies are required before DOAC can be routinely used in MPN patients.