Background/Objectives: Direct oral anticoagulants (DOACs) are first-line medications for stroke prevention in non-valvular atrial fibrillation (AF). However, variability in drug response poses risks of hemorrhagic or thromboembolic events. The role of genetics in determining DOAC safety is gaining attention, but evidence linking specific genetic polymorphisms to bleeding risk is lacking. Therefore, the aim of our study was to conduct an Exome-Wide Association Study with 198 non-valvular AF patients treated with rivaroxaban or apixaban, including 97 with bleeding complications and 99 without. Methods: DOAC plasma concentrations, 6-β-hydroxycortisol and cortisol levels in urine were measured for CYP3A4 phenotyping. Sequencing was performed on the DNBSEQ G-400 platform. Single nucleotide variants (SNV) associations with bleeding risk were assessed using logistic regression with additive, dominant, and recessive genetic models. Results: No SNVs reached Bonferroni-corrected significance in any genetic model. Polygenic risk scores (PRS) showed weak predictive ability for bleeding with apixaban. For rivaroxaban, regression indicated that ln Css min/D + 1 index increased with PRS, age, and 6-β-hydroxycortisol/cortisol ratio, but decreased with higher 6-β-hydroxycortisol and coronary heart disease presence. Conclusions: The findings revealed that the residual equilibrium concentration of anticoagulants, including dose-adjusted, cannot alone predict bleeding risk in non-valvular AF patients. No new genetic variants associated with bleeding risk were identified.