In ambulatory patients with solid cancer, routine thromboprophylaxis to prevent venous thromboembolism is not recommended. Several risk prediction scores to identify cancer patients at high risk of venous thromboembolism have been proposed, but their clinical usefulness remains a matter of debate. We evaluated and directly compared the performance of the Khorana, Vienna, PROTECHT, and CONKO scores in a multinational, prospective cohort study. Patients with advanced cancer were eligible if they were due to undergo chemotherapy or had started chemotherapy in the previous three months. The primary outcome was objectively confirmed symptomatic or incidental deep vein thrombosis or pulmonary embolism during a 6-month followup period. A total of 876 patients were enrolled, of whom 260 (30%) had not yet received chemotherapy. Fifty-three patients (6.1%) developed venous thromboembolism. The c-statistics of the scores ranged from 0.50 to 0.57. At the conventional positivity threshold of 3 points, the scores classified 13-34% of patients as high-risk; the 6-month incidence of venous thromboembolism in these patients ranged from 6.5% (95%CI: 2.8-12) for the Khorana score to 9.6% (95%CI: 6.6-13) for the PROTECHT score. High-risk patients had a significantly increased risk of venous thromboembolism when using the Vienna (subhazard ratio 1.7; 95%CI: 1.0-3.1) or PROTECHT (subhazard ratio 2.1; 95%CI: 1.2- 3.6) scores. In conclusion, the prediction scores performed poorly in predicting venous thromboembolism in cancer patients. The Vienna CATS and PROTECHT scores appear to discriminate better between low- and high-risk patients, but further improvements are needed before they can be considered for introduction into clinical practice.