In the absence of active tuberculosis, a positive tuberculin skin test (TST) or interferon-γ release assay (IGRA) result defines latent infection with Mycobacterium tuberculosis, although test results may vary depending on immunodeficiency. This study compared the performance of TST and IGRAs in five different groups of immunocompromised patients, and evaluated their ability to identify those at risk for development of tuberculosis. Immunocompromised patients with HIV infection, chronic renal failure, rheumatoid arthritis, solid-organ or stem-cell transplantation, and healthy control subjects were evaluated head-to-head by the TST, QuantiFERON-TB-Gold in-tube test (ELISA), and T-SPOT.TB test (enzyme-linked immunospot) at 17 centers in 11 European countries. Development of tuberculosis was assessed during follow-up. Frequencies of positive test results varied from 8.7 to 15.9% in HIV infection (n = 768), 25.3 to 30.6% in chronic renal failure (n = 270), 25.0% to 37.2% in rheumatoid arthritis (n = 199), 9.0 to 20.0% in solid-organ transplant recipients (n = 197), 0% to 5.8% in stem-cell transplant recipients (n = 103), and 11.2 to 15.2% in immunocompetent control subjects (n = 211). Eleven patients (10 with HIV infection and one solid-organ transplant recipient) developed tuberculosis during a median follow-up of 1.8 (interquartile range, 0.2-3.0) years. Six of the 11 patients had a negative or indeterminate test result in all three tests at the time of screening. Tuberculosis incidence was generally low, but higher in HIV-infected individuals with a positive TST (3.25 cases per 100 person-years) than with a positive ELISA (1.31 cases per 100 person-years) or enzyme-linked immunospot result (1.78 cases per 100 person-years). No cases of tuberculosis occurred in patients who received preventive chemotherapy. Among immunocompromised patients evaluated in this study, progression toward tuberculosis was highest in HIV-infected individuals and was poorly predicted by TST or IGRAs. Clinical trial registered with www.clinicaltrials.gov (NCT 00707317).