Venous thromboembolism (VTE) is a central concern in the intensive care unit (ICU). However, little is known about both current practices for VTE prevention in the ICU and the risk for VTE in persons with severe sepsis and septic shock. XPRESS was a randomized, double-blind, placebo-controlled trial of prophylactic heparin in patients with severe sepsis and higher disease severity who were treated with drotrecogin alfa (activated) (DAA). Subjects were randomized to unfractionated heparin, low-molecular-weight heparin, or placebo during the DAA infusion period. All patients underwent ultrasonography between days 4-6 to screen for VTE. We assessed baseline utilization of VTE prophylaxis along with application of these methods after completion of the DAA infusion. The study included 1,935 subjects and, prior to enrollment approximately half were given no form of prophylaxis. By day 6, 5% of subjects developed a VTE, and the rate of VTE did not vary based on type of heparin administered. The vast majority of VTE detected by day 6 were clinically silent. Of factors analyzed, history of VTE was the only variable independently associated with development of a VTE (odds ratio, 3.66, 95% confidence interval 1.77-7.56, p = 0.005). Strikingly, patients who were initially receiving heparin prophylaxis prior to enrollment but who then had this discontinued because of randomization to placebo suffered more VTE that persons continuing on some form of heparin. Despite multiple guidelines, physicians do not uniformly prescribe VTE prophylaxis. Nonetheless, early VTE occurs even in persons given DAA. Most VTE in critically ill patients are clinically silent.