Background/Objectives: Patients with advanced ovarian cancer face a high risk of venous thromboembolism (VTE). This study evaluates the incidence and risk factors for pulmonary thromboembolism (PE) in patients with advanced high-grade serous ovarian carcinoma (HGSOC) undergoing primary treatment, with a focus on personalized risk stratification. Methods: A retrospective analysis was conducted on women with FIGO stage IIIA-IVB HGSOC treated at the University Hospital of Parma between January 2012 and May 2023. All patients underwent CT-based staging prior to primary treatment. When resectability was uncertain, diagnostic laparoscopy and the Fagotti score were performed. Based on cytoreductive potential, patients received either primary debulking surgery (PDS) followed by adjuvant chemotherapy (AC) or neoadjuvant chemotherapy (NACT) followed by interval debulking surgery (IDS) and AC. The Khorana score, a thromboembolic risk model, was calculated prior to chemotherapy. Logistic regression was used to assess the association between baseline characteristics and PE. Results: Among 167 HGSOC patients analyzed, 13 (7.8%) experienced PE. Among the 115 patients undergoing diagnostic laparoscopy, each 2-point increase in the Fagotti score above 8 raised PE risk by 76% (OR 1.76, p = 0.006, 95% CI: 1.17–2.63). Patients undergoing NACT-IDS had a significantly higher risk of PE (OR 4.04, 95% CI: 1.19–13.74, p = 0.02) than patients who underwent PDS. A Khorana score of 3 was an independent predictor of PE (OR 37.66, 95% CI: 2.43–582.36, p = 0.009). Conclusions: Based on our results, NACT followed by IDS or a Fagotti score greater than 8 were associated with increased PE risk in HGSOC patients. Khorana score was the strongest predictor of PE in HGSOC patients.