Major bleeding complications in STEMI patients result in significant mortality, morbidity and healthcare cost. Identification of patients at increased risk of bleeding is therefore essential. New biomarkers might be of incremental value to identify patients at risk for bleeding after primary PCI. A total of 26 biomarkers were measured at enrolment and analyzed at a central core laboratory in 464 STEMI patients in the HORIZONS-AMI trial. We investigated the relationship between tertiles of biomarker and in hospital non-CABG major bleeding. In hospital non-CABG major bleeding occurred in 3.7% of patients (n = 17). Increasing levels of cystatin C and D-dimer at admission were associated with higher rates of in hospital major bleeding. After adjustment for a risk score for bleeding, the odds ratio for in hospital major bleeding was 3.13 for cystatin C > 2.04 mg/L (p = 0.046) and 3.28 for ESAM > 34 ng/mL (p = 0.037). In this exploratory analysis of the HORIZONS-AMI biomarker substudy, high cystatin C and ESAM levels were associated with a higher risk of major bleeding. Larger studies are warranted to confirm the prognostic value of cystatin C and ESAM for major bleeding in STEMI patients.