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Many factors must be considered and discussed with women when initiating a contraceptive method and the risk of venous thromboembolism (VTE) is one of them. In this review, we discuss the numerous strategies that have been implemented to reduce the thrombotic risk associated with combined oral contraceptives (COCs) from their arrival on the market until today. Evidences suggesting that COCs were associated with an increased risk of VTE appeared rapidly after their marketing. Identified as the main contributor of this risk, the dosage of the estrogen, i.e., ethinylestradiol (EE), was significantly reduced. New progestins were also synthetized (e.g., desogestrel or gestodene) but their weak androgenic activity did not permit to counterbalance the effect of EE as did the initial progestins such as levonorgestrel. Numerous studies assessed the impact of estroprogestative combinations on hemostasis and demonstrated that women under COC suffered from resistance towards activated protein C (APC). Subsequently, the European Medicines Agency updated its guidelines on clinical investigation of steroid contraceptives in which they recommended to assess this biological marker. In 2009, estradiol-containing COCs were marketed and the use of this natural form of estrogen was found to exert a weaker effect on the synthesis of hepatic proteins compared to EE. In this year 2021, a novel COC based on a native estrogen, i.e., estetrol, will be introduced on the market. Associated with drospirenone, this preparation demonstrated minor effects on coagulation proteins as compared with other drospirenone-containing COCs. At the present time, the standard of care when starting a contraception, consists of identifying the presence of hereditary thrombophilia solely on the basis of familial history of VTE. This strategy has however been reported as poorly predictive of hereditary thrombophilia. One rationale and affordable perspective which has already been considered in the past could be the implementation of a baseline screening of the prothrombotic state to provide health care professionals with objective data to support the prescription of the more appropriate contraceptive method. While this strategy was judged too expensive due to limited laboratory solutions, the endogenous thrombin potential-based APC resistance assay could now represent an interesting alternative.