Background: Acute unprovoked idiopathic fatal pulmonary embolism (IFPE) causes sudden death without an identifiable thrombogenic risk. We aimed to investigate the underlying genomic risks of IFPE through whole exome sequencing (WES). Methods: We reviewed 14 years of consecutive out-of-hospital fatal pulmonary embolism records (n = 1478) from the ethnically diverse population of New York City. We selected 68 qualifying IFPE cases for WES. We compared the WES data of IFPE cases to those of 9332 controls to determine if there is an excess of rare damaging variants in the genome using ethnicity-matched controls in collapsing analyses. Findings: We found nine of the 68 decedents (13·2%) who died of IFPE had at least one pathogenic or likely pathogenic variant in one of the three anti-coagulant genes: SERPINC1 (Antithrombin III), PROC, and PROS1. The odds ratio of developing IFPE as a variant carrier for SERPINC1 is 144·2 (95% CI, 26·3–779·4; P = 1·7 × 10−7), for PROC is 85·6 (95% CI, 13·0–448·9; P = 2.0 × 10−5), and for PROS1 is 56·4 (95% CI, 5·3–351·1; P = 0·001). The average age-at-death of anti-coagulant gene variant carriers is significantly younger than that of non-carriers (28·56 years versus 38·02 years; P = 0·01). Interpretation: This study showed the important role of severe thrombophilia due to natural anti-coagulant deficiency in IFPE. Evaluating severe thrombophilia in out-of-hospital fatal PE beyond IFPE is warranted.