Thromboprophylaxis/anticoagulation treatment is often required in hospitalized COVID-19 patients. We aimed to estimate the prevalence of major bleeding events in hospitalized COVID-19 patients. This was a retrospective observational study including all COVID-19 hospitalized patients ≥18 years of age at one reference center in northern Italy. The crude prevalence (between February 2020–2022) of major bleeding events was estimated as the number of major bleeding episodes divided by patients at risk. Uni- and multivariable Cox models were built to assess factors potentially associated with major bleeding events. Twenty-nine (0.98%) out of 2,945 COVID-19 patients experienced a major bleeding event [prevalence of 0.55% (95%CI 0.37–0.79)], of which five were fatal. Patients who experienced a major bleeding event were older [78 years (72–84 IQR) vs. 67 years (55–78 IQR), p-value p-value 0.002) when compared to those who did not. In the multivariable Cox model, age [per 1 year more AHR 1.05 (CI95% 1.02–1.09)] was independently associated with an increased risk of major bleeding events. A strict monitoring of older hospitalized COVID-19 patients is warranted due to the risk of major bleeding events.