To optimize cyclosporine A (CsA) dosing regimen in pediatric patients undergoing hematopoietic stem cell transplantation (HSCT), we aimed to provide clinicians with a validated decision support tool for determining the most suitable first dose of intravenous CsA. We used a 10‐year monocentric data set of pediatric patients undergoing HSCT. Discretization of all variables was performed according to literature or thanks to algorithms using Shannon entropy (from information theory) or equal width intervals. The first 8 years were used to build the Bayesian network model. This model underwent a 10‐fold cross‐validation, and then a prospective validation with data of the last 2 years. There were 3.3% and 4.1% of missing values in the training and the validation data set, respectively. After prospective validation, the Tree‐Augmented Naïve Bayesian network shows interesting prediction performances with an average area under the receiver operating characteristic curve of 0.804, 32.8% of misclassified patients, a true‐positive rate of 0.672, and a false‐positive rate of 0.285. This validated model allows good predictions to propose an optimized and personalized initial CsA dose for pediatric patients undergoing HSCT. The clinical impact of its use should be further evaluated.