The present invention discloses an application of depolymerized holothurian glycosaminoglycans (DHG) in preparation of a drug for the prevention and treatment of thromboembolic diseases. The DHG is more than one type of DHG with weight-average molecular weights between 26,000 and 45,000 Da. When being intravenously or subcutaneously injected, the drug using the DHG with weight-average molecular weights between 26,000 and 45,000 Da as an active ingredient has a significant anticoagulant effect, while at the same time, has little side effects, and is effective for use in the prevention and treatment of the thromboembolic diseases. For an injection of DHG with weight-average molecular weights between 26,000 Da and 45,000 Da, the blood coagulation time is prolonged and the anticoagulant effect is enhanced as the dosage increases the subcutaneous administration is used and is more favorable for use in the drug, and the convenience and safety of use the drug are improved.