Background: Emergency department (ED) patients with acute pulmonary embolism (PE) despite therapeutic anticoagulation at the time of diagnosis are uncommonly encountered and present as a management challenge. Pulmonary embolism remains a disease which needs high clinical suspicion to prevent mortality and morbidity. Case Report: This is a case report of a young male, a known case of multiple myeloma who had COVID pneumonia – 5 months ago. He recently developed deep venous thrombosis and was started on anticoagulants. He presented to the emergency department with acute sudden onset of breathlessness and was diagnosed and treated as a case of pulmonary thromboembolism. Conclusion: Pulmonary embolism occurring despite anticoagulation is termed as anticoagulation failure. A hypercoagulable state due to prior COVID-19 pneumonia and multiple myeloma, could be a factor in anticoagulation failure. Frequent and adequate monitoring is required in patients who are initiated on anticoagulation.