Abstract Background Febrile neutropenia (FN) after chemotherapy causes a high burden of morbidity and mortality. We aimed to develop and validate a risk score to predict FN in the first cycle of chemotherapy. Methods We included patients with solid cancers and diffuse large B-cell lymphomas at Rigshospitalet, University of Copenhagen, 2010-2016. Predictors of FN were analyzed using Poisson regression and random split-sampling. Results Among 6294 patients in the derivation cohort, 360 developed FN. Female sex, older age, cancer type, disease stage, low albumin, elevated bilirubin, low creatinine clearance, infection before chemotherapy, and number of and type of chemotherapy drugs predicted FN. Compared with those at low risk (n = 2520, 40.0%), the incidence rate ratio of developing FN was 4.8 (95% confidence interval [CI] = 2.9 to 8.1), 8.7 (95% CI = 5.3 to 14.1) and 24.0 (95% CI = 15.2 to 38.0) in the intermediate (n = 1294, 20.6%), high (n = 1249, 19.8%) and very high (n = 1231, 19.6%) risk groups, respectively, corresponding to a number needed to treat with granulocyte colony-stimulating factors to avoid one FN event in the first cycle of 284, 60, 34 and 14. The discriminatory ability (Harrell’s C-statistic = 0.80, 95% CI = 0.78 to 0.82) was similar in the validation cohort (n = 3163) (0.79, 95% CI = 0.75 to 0.82). Conclusion We developed and internally validated a risk score for FN in the first cycle of chemotherapy. The FENCE score is available online and provides good differentiation of risk groups.