Major bleeding occurs annually in 1%-3% of patients on vitamin K antagonists (VKAs), despite close monitoring. Genetic variants in proteins involved in VKA response may affect this risk. To determine the association of genetic variants (cytochrome P450 enzymes 2C9 [CYP2C9] and 4F2 [CYP4F2], gamma-glutamyl carboxylase [GGCX]) with major bleeding in VKA users, separately and combined, including vitamin K epoxide reductase complex subunit-1 (VKORC1). A case-cohort study was established within the BLEEDS cohort, which includes 16,570 patients who initiated VKAs between 2012 and 2014. We selected all 326 major bleeding cases that occurred during 17,613 years of follow-up and a random subcohort of 978 patients. We determined variants in CYP2C9, CYP4F2, GGCX, VKORC1 and evaluated the interaction between variant genotypes. Hazard ratios for major bleeding with 95% confidence intervals (95% CI) were estimated by weighted Cox regression. Genotype was determined in 256 cases and 783 subcohort members. Phenprocoumon was the most prescribed VKA for both cases and the subcohort (78% and 75%, respectively). Patients with major bleeding were slightly older than subcohort patients. CYP4F2-TT carriership was associated with a 1.6-fold (95% CI 0.9-2.8) increased risk of major bleeding compared with CC-alleles, albeit not statistically significant. For the CYP2C9 and GGCX variants instead, the major bleeding risk was around unity. Carrying at least two variant genotypes in CYP2C9 (poor metabolizer), CYP4F2-TT, and VKORC1-AA was associated with a 4.0-fold (95%CI 1.4-11.4) increased risk, while carriers of both CYP4F2-TT and VKORC1-AA had a particularly increased major bleeding risk (hazard ratio 6.7, 95% CI 1.5-29.8) compared with carriers of CC alleles in CYP4F2 and GG in VKORC1. However, the number of major bleeding cases in carriers of multiple variants was few (8 and 5 patients, respectively). CYP4F2 polymorphism was associated with major bleeding, especially in combination with VKORC1 genetic variants. These variants could be considered to further personalize anticoagulant treatment.