Background The Hypertension, Abnormal renal/liver function, Stroke, Bleeding, Labile International Normalized Ratio (INR), Elderly, Drugs or alcohol use (HAS‐BLED) score has strong predictive validity for major bleeding complications, but limited validation has been conducted in venous thromboembolism (VTE). This study evaluates the HAS‐BLED score in a large cohort of VTE patients. Methods and Results A retrospective cohort of adults ≥18 years with primary diagnosis of VTE between January 1, 2010 and November 31, 2013 were identified in an insurance claims database. Patients were tracked until death, any bleed event, or end of study period. HAS‐BLED score and components were evaluated via proportional hazard models. Cumulative incidence functions were reported at 30, 60, 90, and 180 days. N=132 280 patients with a VTE were identified, with 73.8% having HAS‐BLED scores of 0 to 2, 3.6% score ≥4, and 4789 bleeding events (3.6% all patients). A 1‐point HAS‐BLED score increase was associated with 20% to 30% bleeding rate increase overall, but in a cancer cohort only the increase from 3‐ to 4‐points was significant for all bleeds (csHR=1.41, 95% CI: 1.17–1.69; sdHR=1.40, 95% CI: 1.17–1.69) and major bleeds (csHR=1.66, 95% CI: 1.26–2.20; sdHR=1.66, 95% CI: 1.25–2.19). Adding cancer to the model as an independent covariate provided the strongest association among all covariates, with csHR=2.25 (95% CI: 1.98–2.56) and sdHR=2.11 (95% CI: 1.85–2.41) in the model for major bleeds. Conclusions The HAS‐BLED score has good predictive validity for bleeding risks in patients with VTE. The addition of cancer as an independent bleeding risk factor merits consideration, possibly as part of the “B” criterion (“bleeding tendency or predisposition”).