Background Whether sex‐specific differences exist for risk factors for pulmonary embolism (PE) and deep venous thrombosis (DVT), with the exception of pregnancy and estrogen therapy, has been sparsely studied. We aimed to study whether sex‐specific differences of risk factors exist for noncancer‐related DVT and PE in middle‐aged and older individuals without cardiovascular history or previous diagnosis in a population‐based historical (retrospective) cohort. Methods and Results Potential venous thromboembolism (VTE) risk factors were registered at baseline in 15 807 women and 9996 men aged 44 to 74 years, who participated in the Malmö Diet and Cancer study (1991–1996). We excluded subjects with a previous history of VTE, cancer, a diagnosis of cardiovascular disease, or a diagnosis of cancer‐associated VTE during follow‐up. Patients were followed up from baseline until the first event of PE or DVT, death, or December 31, 2018. During the follow‐up period, 365 (2.3%) women and 168 (1.7%) men were affected by first DVT, and 309 (2.0%) women and 154 (1.5%) men were affected by first PE. In the multivariable Cox regression models, the anthropometric obesity markers of weight, body mass index, waist and hip circumference, fat percentage, and muscle weight were in a dose‐dependent way associated with DVT and PE among women but not men. In an analysis that included patients with cardiovascular disease and cancer‐related VTE, the results were similar for women. For men, several obesity measures became significantly associated with PE or DVT but were weaker than in women, especially for DVT. Conclusions Anthropometric obesity measures are more important risk factors for both DVT and PE among women than men, especially for individuals without cardiovascular history or previous diagnosis or cancer‐related VTE.