In observational studies, statins have been suggested to have protective effects on venous thromboembolism (VTE), including deep vein thrombosis (DVT) and pulmonary embolism (PE). To this aim, we performed a two-sample mendelian randomization (MR) analysis to determine whether these associations were causal. Data on the single nucleotide polymorphisms (SNPs) related to statin medication were obtained from the FinnGen study, and data for VTE, PE and DVT of lower extremities (LEDVT) were from the UK Biobank study, respectively. Inverse variance weighted (IVW) method was used as the principal analysis of MR, and sensitivity analysis was performed to detect horizontal pleiotropy and heterogeneity. MR estimates showed an inverse causal association between statin medication and the risk of VTE (odds ratio OR: 0.999, 95% CI: 0.998–1.000, P = 0.004), PE (OR: 0.999, 95% CI: 0.999–1.000, P = 0.011) and LEDVT (OR: 0.999, 95% CI: 0.999–1.000, P = 0.008). Our findings provide direct evidence that statins might decrease the risk of VTE, PE and LEDVT in agreement with observational studies. The specific mechanism of statin therapy for venous thromboembolism needs to be further studied. •Available evidence suggests that the effect of statins on venous thromboembolism outcomes remains inconclusive.•The Mendelian Randomization results showed that statin might decrease the risk of venous thromboembolism diseases.•This study provides evidence that statins have a protective effect on venous thromboembolism.