Anti-inflammatory drugs consist of non-steroidal anti-inflammatory drugs (NSAIDs) including non-selective nsNSAIDs, aspirin, and cyclooxygenase-2 (COX-2)-selective inhibitors also referred to as coxibs, and glucocorticoids (GCs). They are worldwide prescribed drugs for many musculoskeletal conditions, such as osteoarthritis and inflammatory rheumatic diseases. Anti-inflammatory drugs can exert deleterious effects on the cardiovascular system, excluding aspirin. NSAIDs, especially coxibs, have been demonstrated to increase cardiovascular risk and have generated many concerns leading to the reassessment of their benefit/risk ratio. GCs may also induce cardiovascular events, but evidence seems to be less clear. Before prescribing these drugs, an assessment of cardiovascular risk may be judicious. In this review, anti-inflammatory drugs, coxibs, nsNSAIDs and GCs, and the risk of cardiovascular events will be discussed.