Epidemiological research has demonstrated direct relationships between antibiotic consumption and the emergence of multidrug-resistant (MDR) bacteria. In this nested case–control study, we assessed whether prior exposure to antibiotic therapy and its duration affect the onset of healthcare-associated infections (HAIs) sustained by MDR Klebsiella pneumoniae (MDR-Kp) in intensive care unit patients. Cases were defined as patients who developed an MDR-Kp HAI. Controls matched on sex and the length of intensive care unit (ICU) stay were randomly selected from the at-risk population. Any antibiotic agent received in systemic administration before the onset of infection was considered as antibiotic exposure. Multivariable conditional logistic regression analyses were performed to estimate the effect of prior exposure to each antibiotic class (Model 1) or its duration (Model 2) on the onset of HAIs sustained by MDR-Kp. Overall, 87 cases and 261 gender-matched controls were compared. In Model 1, aminoglycosides and linezolid independently increased the likelihood of developing an MDR-Kp HAI, whereas exposure to both linezolid and penicillins reduced the effect of linezolid alone. In Model 2, cumulative exposure to aminoglycosides increased the likelihood of the outcome, as well as cumulative exposures to penicillins and colistin, while a previous exposure to both penicillins and colistin reduced the influence of the two antibiotic classes alone. Our study confirms that aminoglycosides, penicillins, linezolid, and colistin may play a role in favoring the infections sustained by MDR-Kp. However, several double exposures in the time window before HAI onset seemed to hinder the selective pressure exerted by individual agents.