Background: Malignancy is associated with an increased risk of venous thromboembolism. Inferior vena cava (IVC) filters are a viable alternative when anticoagulation is infeasible due to a risk of bleeding. Although IVC filters are being used more frequently, studies concerning the role of concomitant anticoagulation after IVC filter insertion are scarce. Since many cancer patients suffer from a high risk of hemorrhagic complications, we aimed to determine the effect of post-filter anticoagulation on mortality in patients with a malignant solid tumor. Methods: A retrospective cohort study of patients with pulmonary embolism was performed at Asan Medical Center in Seoul, South Korea, between January 2010 and May 2016. Patients with a solid tumor and IVC filter were enrolled. By using Cox proportional hazards model with anticoagulation status as a time-dependent variable, the prognostic effect of clinical variables was analyzed. Results: A total of 180 patients were analyzed, with 143 patients receiving and 37 patients not receiving post-filter anticoagulation treatment. Mortality was not significantly different between the two groups. The presence of metastatic cancer and that of pancreatobiliary cancer were significant risk factors for mortality. However, post-filter anticoagulation did not show significant effect on mortality regardless of the stage of cancer. Conclusion: In patients with cancer-associated pulmonary embolism, the effect of post-filter anticoagulation on mortality may not be critical, especially in patients with a short life expectancy.