Atrial fibrillation is associated with thromboembolic events that may cause important impairment on quality of life. Pulmonary vein isolation is the treatment of choice in cases that are refractory to medical therapy. Once sheaths and catheters are manipulated inside the left atrium, anticoagulation with heparin must be used during the procedure to protect patients from thromboembolic phenomena. Different strategies of anticoagulation are used at different centers. This review summarizes the pathophysiology of thrombus formation in the left atrium, defines which patients are under high risk and describes the main strategies used for anticoagulation.