<b><i>Introduction:</i></b> Infectious events are one of the leading causes of death in kidney transplant recipients (KTRs). KTRs have reduced cardiorespiratory fitness (CRF), a predictor for infections in other populations. The aim of this study was to investigate whether CRF and muscle strength are prognostic markers for infectious events in KTRs. <b><i>Methods:</i></b> In this retrospective cohort study, 155 KTRs underwent an incremental, maximal cardiopulmonary exercise test (CPET) 3 months after transplantation. CRF was analyzed with peak oxygen consumption (VO<sub>2</sub> peak) while muscle strength with isometric handgrip (HG) test. Laboratory blood samples and drug therapy were collected. The median follow-up period was 54 (interquartile range 38–62) months. Cox regression analyses were performed to evaluate predictors of infectious events adjusting for potential confounders. <b><i>Results:</i></b> During this study, severe infectious events occurred in 41 subjects (26.5%). 15.5% (<i>n</i> = 24) of patients had a severely reduced CRF, defined as a VO<sub>2</sub> peak below the 5th percentile of the reference values reported for a matched healthy population. The hazard ratio for infectious events in this subgroup was 2.389 (95% CI = 1.188–4.801, <i>p</i> = 0.014), independently of gender, age, BMI, time on dialysis, hemoglobin concentration, eGFR, diabetes, and immunosuppressive regimen. On the contrary, no significant association of HG strength and infections was found. <b><i>Conclusion:</i></b> Therefore, low CRF may be considered as a modifiable predictor of severe infectious events in KTRs. A CPET should thus be recommended for cardiovascular screening, evaluation of CRF, and tailored exercise prescription to reduce the risk of infections and potentially improve long-term outcomes of transplantation.