Healthcare-associated infections related to device use (DA-HAIs) are a serious public health problem since they increase mortality, length of hospital stay and healthcare costs. We performed a multicenter, prospective study analyzing critically ill pediatric patients admitted to 26 Spanish pediatric intensive care units (PICUs) over a 3-month period each year from 2014 to 2019. To make comparisons and evaluate the influence of HAI Zero Bundles (care bundles that intend to reduce the DA-HAI rates to zero) on PICU HAI rates, the analysis was divided into two periods: 2014–2016 and 2017–2019 (once most of the units had incorporated all the Zero Bundles). A total of 11,260 pediatric patients were included. There were 390 episodes of HAIs in 317 patients and the overall rate of HAIs was 6.3 per 1000 patient days. The DA-HAI distribution was: 2.46/1000 CVC days for central-line-associated bloodstream infections (CLABSIs), 5.75/1000 MV days for ventilator-associated pneumonia (VAP) and 3.6/1000 UC days for catheter-associated urinary tract infections (CAUTIs). Comparing the two periods, the HAI rate decreased (p = 0.061) as well as HAI episodes (p = 0.011). The results demonstrate that exposure to devices constitutes an extrinsic risk factor for acquiring HAIs. The multivariate analysis highlights previous bacterial colonization by multidrug-resistant (MDR) bacteria as the most important extrinsic risk factor for HAIs (OR 20.4; 95%CI 14.3–29.1). In conclusion, HAI Zero Bundles have been shown to decrease HAI rates, and the focus should be on the prompt removal of devices, especially in children with important intrinsic risk factors.