Lymphoma is listed among the neoplasias with a high risk of venous thromboembolism (VTE). Risk factors for VTE appear to differ from risk factors in solid tumors. We review the literature of the last 20 years for reports identifying these risk factors in cohorts consisting exclusively of lymphoma patients. We selected 25 publications. The most frequent studies were analyses of retrospective single-center cohorts. We also included two reports of pooled analyses of clinical trials, two meta-analyses, two analyses of patient registries, and three analyses of population-based databases. The VTE risk is the highest upfront during the first two months after lymphoma diagnosis and decreases over time. This upfront risk may be related to tumor burden and the start of chemotherapy as contributing factors. Factors consistently reported as VTE risk factors are aggressive histology, a performance status ECOG ≥ 2 leading to increased immobility, more extensive disease, and localization to particular sites, such as central nervous system (CNS) and mediastinal mass. Association between laboratory values that are part of risk assessment models in solid tumors and VTE risk in lymphomas are very inconsistent. Recently, VTE risk scores for lymphoma were developed that need further validation, before they can be used for risk stratification and primary prophylaxis. Knowledge of VTE risk factors in lymphomas may help in the evaluation of the individual risk-benefit ratio of prophylaxis and help to design prospective studies on primary prophylaxis in lymphoma.