The present application describes a retention device for anchoring a medical device within the vasculature. The device may include expandable member coupled to an intravascular medical device and proportioned for receipt within a vessel. At least a portion of the expandable member is expandable to radially engage a vessel wall and to thereby retain the medical device within the vessel. The system is suitable for a variety of intravascular devices, including but not limited to ICD's, pacemakers, and intravascular drug delivery systems.