Only 1 conventional score is available for assessing bleeding risk in patients with cancer-associated thrombosis (CAT) the CAT-BLEED score. Our aim was to develop a machine learning-based risk assessment model for predicting bleeding in CAT and to evaluate its predictive performance in comparison to that of the CAT-BLEED score. We collected 488 attributes (clinical data, biochemistry, and International Classification of Diseases, 10th Revision, diagnosis) in 1080 unique patients with CAT. We compared CAT-BLEED score, Ridge and Lasso logistic regression, random forest, and Extreme Gradient Boosting (XGBoost) algorithms for predicting major bleeding or clinically relevant nonmajor bleeding occurring 1 to 90 days, 1 to 365 days, and 90 to 455 days after venous thromboembolism (VTE). The predictive performances of Lasso logistic regression, random forest, and XGBoost were higher than that of the CAT-BLEED score in the prediction of bleeding occurring 1 to 90 days and 1 to 365 days after VTE. For predicting major bleeding or clinically relevant nonmajor bleeding 1 to 90 days after VTE, the CAT-BLEED score achieved a mean area under the receiver operating characteristic curve (AUROC) of 0.48 ± 0.13, while Lasso logistic regression and XGBoost both achieved AUROCs of 0.64 ± 0.12. For predicting bleeding 1 to 365 days after VTE, the CAT-BLEED score achieved a mean AUROC of 0.47 ± 0.08, while Lasso logistic regression and XGBoost achieved AUROCs of 0.64 ± 0.08 and 0.59 ± 0.08, respectively. This is the first machine learning-based risk model for bleeding prediction in patients with CAT receiving anticoagulation therapy. Its predictive performance was higher than that of the conventional CAT-BLEED score. With further development, this novel algorithm might enable clinicians to perform personalized anticoagulation strategies with improved clinical outcomes.