Our aim is to assess whether following a Mediterranean Diet (MedDiet) decreases the risk of initiating antithrombotic therapies and the cardiovascular risk associated with its use in older individuals at high cardiovascular risk. We evaluate whether participants of the PREvención con DIeta MEDiterránea (PREDIMED) study allocated to a MedDiet enriched in extra-virgin olive oil or nuts (versus a low-fat control intervention) disclose differences in the risk of initiation of: (1) vitamin K epoxide reductase inhibitors (acenocumarol/warfarin; n = 6772); (2) acetylsalicylic acid as antiplatelet agent (n = 5662); and (3) other antiplatelet drugs (cilostazol/clopidogrel/dipyridamole/ditazol/ticlopidine/triflusal; n = 6768). We also assess whether MedDiet modifies the association between the antithrombotic drug baseline use and incident cardiovascular events. The MedDiet intervention enriched with extra-virgin olive oil decreased the risk of initiating the use of vitamin K epoxide reductase inhibitors relative to control diet (HR: 0.68 [0.46–0.998]). Their use was also more strongly associated with an increased risk of cardiovascular disease in participants not allocated to MedDiet interventions (HRcontrol diet: 4.22 [1.92–9.30], HRMedDiets: 1.71 [0.83–3.52], p-interaction = 0.052). In conclusion, in an older population at high cardiovascular risk, following a MedDiet decreases the initiation of antithrombotic therapies and the risk of suffering major cardiovascular events among users of vitamin K epoxide reductase inhibitors.