Background: The risk of bleeding after percutaneous biopsy in kidney transplant recipients is usually low but may vary. A pre-procedure bleeding risk score in this population is lacking. Methods: We assessed the major bleeding rate (transfusion, angiographic intervention, nephrectomy, hemorrhage/hematoma) at 8 days in 28,034 kidney transplant recipients with a kidney biopsy during the 2010–2019 period in France and compared them to 55,026 patients with a native kidney biopsy as controls. Results: The rate of major bleeding was low (angiographic intervention: 0.2%, hemorrhage/hematoma: 0.4%, nephrectomy: 0.02%, blood transfusion: 4.0%). A new bleeding risk score was developed (anemia = 1, female gender = 1, heart failure = 1, acute kidney failure = 2 points). The rate of bleeding varied: 1.6%, 2.9%, 3.7%, 6.0%, 8.0%, and 9.2% for scores 0 to 5, respectively, in kidney transplant recipients. The ROC AUC was 0.649 (0.634–0.664) in kidney transplant recipients and 0.755 (0.746–0.763) in patients who had a native kidney biopsy (rate of bleeding: from 1.2% for score = 0 to 19.2% for score = 5). Conclusions: The risk of major bleeding is low in most patients but indeed variable. A new universal risk score can be helpful to guide the decision concerning kidney biopsy and the choice of inpatient vs. outpatient procedure both in native and allograft kidney recipients.