Immunosuppression withdrawal after graft failure seems to favor sensitization. A high percentage of calculated panel-reactive antibody (cPRA) and the development of de novo donor specific antibodies (dnDSA) indicate human leukocyte antigen (HLA) sensitization and may hinder the option of retransplantation. There are no established protocols on the immunosuppressive treatment that should be maintained after transplant failure. A retrospective analysis including 77 patients who lost their first renal graft between 1 January 2006–31 December 2015 was performed. Two sera were selected per patient, one immediately prior to graft loss and another one after graft failure. cPRA was calculated by Single Antigen in all patients. It was possible to analyze the development of dnDSA in 73 patients. By multivariate logistic regression analysis, the absence of calcineurin inhibitor (CNI) at 6 months after graft failure was related to cPRA > 75% (OR 4.8, CI 95% 1.5–15.0, p = 0.006). The absence of calcineurin inhibitor (CNI) at 6 months after graft loss was significantly associated with dnDSA development (OR 23.2, CI 95% 5.3–100.6, p < 0.001). Our results suggest that the absence of CNI at the sixth month after graft loss is a risk factor for sensitization. Therefore, maintenance of an immunosuppressive regimen based on CNI after transplant failure should be considered when a new transplant is planned, since it seems to prevent HLA allosensitization.