Background: In Spain, the number of patients anticoagulated with vitamin K antagonists (VKAs) is high. Among them, poor adherence is common, which may be justified by a low level of knowledge, and could affect their quality of life. We analyzed treatment adherence, health-related quality of life, and knowledge level about treatment, and evaluated the possible influence of these factors on patients’ time in the therapeutic range while also studying potential differences between patients under routine monitoring or self-monitoring. Methodology: A cross-sectional descriptive study was conducted using three validated and cross-culturally adapted questionnaires to study therapeutic adherence, health-related quality of life, and knowledge level about VKA treatment in a sample of anticoagulated patients. Additionally, it was assessed whether they were self-monitoring or not; the Rosendaal Time in Therapeutic Range (TTRr) was also administered for each patient at the time of recruitment. Descriptive analysis of all variables was performed, and a logistic regression model was constructed to evaluate the possible interaction of variables. Results: Ninety-eight patients participated and were selected sequentially from those attending the oral anticoagulation clinic at Hospital Universitario Virgen de la Victoria in Malaga. Of these, 39 were men and 59 were women. The mean age of these participants was 60.62 years (SD 11.67). Sixty-six were under conventional monitoring and thirty-two followed the self-monitoring program. The DecaMIRT had a mean score of 39.22 (SD 8.57), the SF-12 mean score was 31.73 (SD 6.21), and the knowledge questionnaire’s was 14.2 (SD 2.6). The mean TTRr value was 63.88 (SD 22.99). Self-monitored patients showed better results in DECAMirt and knowledge. Discussion: Overall, patients included in the sample presented satisfactory values in these three questionnaires, which seems to indicate that this was a treatment-compliant group with a correct quality of life, and adequately informed about their treatment. Conclusions: The work of nurses responsible for these aspects appears crucial in achieving these results. We aim to extend this study by focusing on groups with poorer results to design specific activities that allow for improvement in care and, as much as possible, homogenize outcomes. For this purpose, we intend to use all available tools, including those derived from the use of health-oriented artificial intelligence.