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Background: Heart failure (HF) is associated with a high bleeding risk after percutaneous coronary intervention (PCI). Additionally, major bleeding events increase the risk of subsequent major adverse cardiac events (MACE). However, whether brain natriuretic peptide (BNP) levels and major bleeding events following PCI are associated with MACE and all-cause death remains unknown. This study aimed to investigate the impact of HF severity or bleeding on subsequent MACE and all-cause death. Methods: The Clinical Deep Data Accumulation System (CLIDAS), a multicenter database involving seven hospitals in Japan, was developed to collect data from electronic medical records. This retrospective analysis included 7160 patients who underwent PCI between April 2014 and March 2020 and completed a three-year follow-up. Patients were divided according to the presence of HF with high BNP (HFhBNP) (>100 pg/ml) and major bleeding events within 30 days post-PCI (30-day bleeding): HFhBNP with bleeding (n = 14), HFhBNP without bleeding (n = 370), non-HFhBNP with bleeding (n = 74), and non-HFhBNP without bleeding (n = 6702). Results: In patients without 30-day bleeding, HFhBNP was a risk factor for MACE (hazard ratio, 2.19; 95% confidence interval, 1.56–3.07) and all-cause death (hazard ratio, 1.60; 95% confidence interval, 1.60–2.23). Among HFhBNP patients, MACE incidence was higher in patients with 30-day bleeding than in those without bleeding, but the difference was not significant (p = 0.075). The incidence of all-cause death was higher in patients with bleeding (p = 0.001). Conclusions: HF with high BNP and bleeding events in the early stage after PCI might be associated with subsequent MACE and all-cause death.