Background: Henoch-Schönlein purpura (HSP) is a common systemic vasculitis in children, involving the skin, musculoskeletal system, gastrointestinal tract and kidneys. Some studies in children have shown possible risk factors linked with the development and severity of HSP Nephritis (HSPN). The aim of this study was to research predicting factors for the development of HSPN. Methods: We retrospectively evaluated 132 pediatric patients with HSP, according to EULAR/PRINTO/PRESS criteria. All patients were screened for HSPN by urinalysis. Finally, we compared demographic, clinical and laboratory data in HSP patients with and without nephritis. Results: The median age at HSP diagnosis [6.2 (2.6–17.5) vs. 5.5 (0.8–15.4) years, p = 0.03] and the incidence of abdominal pain (48 vs. 27%, p = 0.01) were significantly higher in HSPN patients. No differences were evidenced regarding gender, allergic diseases, skin recurrences, gastrointestinal involvement, musculoskeletal involvement, scrotal involvement, and laboratory data (white blood cell count, neutrophil count, lymphocyte count, platelet count, C-reactive protein, erythrocyte sedimentation rate, and blood concentration of IgA). Conclusions: The age at diagnosis and abdominal pain were independent risk factors for renal involvement in HSP patients. However, due to the retrospective nature of this study, further long-term and prospective studies will be necessary.