Background Two strategies for prevention of upper gastrointestinal (UGI) events for nonselective nonsteroidal anti-inflammatory drug (nsNSAID) users are replacement of the nsNSAID by a cyclo-oxygenase-2-selective inhibitor (coxib) or co-prescription of a gastroprotective agent (GPA). Aim To identify whether and in whom either of these strategies should be preferred in daily practice. Methods A nested case-control study was conducted using three European primary care databases. We selected a cohort including all naive nsNSAID+GPA (≥80% GPA adherence) and coxib users (without GPA use) aged ≥50 years. Cases with an UGI event (i.e. symptomatic UGI ulcer or bleeding) were matched to cohort members without an UGI event on age, sex and number of individual UGI risk factors (i.e. UGI event history, age ≥65 years, concomitant use of anticoagulants, antiplatelets, or glucocorticoids) and calendar time. Conditional logistic regression analysis was used to calculate odds ratios (ORs) with 95% CI, while adjusting for potential confounders. Results Within the NSAID cohort (n = 617 220), 398 UGI cases were identified. The risk of UGI events was equivalent for coxib and nsNSAID+GPA (≥80% adherence) users (OR: 1.02; 95%CI: 0.77-1.37). In concurrent glucocorticoid users, the risk of UGI events was significantly elevated for nsNSAID+GPA (≥80% adherence) compared with coxib users (OR: 9.01; 95%CI: 1.61-50.50). Conclusions The risk of UGI events was similar in nsNSAID+GPA (≥80% adherence) and coxibs users. In patients concurrently using glucocorticoids, a significant increase in the risk of UGI events for nsNSAID+GPA users was observed and coxibs should be preferred.