Thromboembolic events and bleeding are known complications in essential thrombocythaemia (ET) and polycythaemia vera (PV). Using multiple Swedish health care registers, we assessed the rate of arterial and venous events, major bleeding, all-cause stroke and all-cause mortality in ET and PV compared to matched controls. For each patient with ET (n = 3141) and PV (n = 2604), five matched controls were randomly selected. In total, 327 and 405 arterial or venous events were seen in the group of ET and PV patients respectively. Compared to corresponding controls, the rate of venous thromboembolism, major bleeding and all-cause mortality per 100 treatment years was significantly increased among both ET (0.63, 0.79 and 3.70) and PV patients (0.94, 1.20 and 4.80). The PV patients also displayed a significantly higher rate of arterial events and all-cause stroke compared to controls. When dividing the cohort into age groups, we found a significantly higher rate of arterial and venous events in all age groups of PV patients, and the rate of all-cause mortality was significantly higher in both ET and PV patients in all ages above the age of 50. This study confirms that PV and ET are diseases truly marked by thromboembolic complications and bleeding.