The bromodomain-containing proteins are a ligandable family of epigenetic readers, which play important roles in oncological, cardiovascular, and inflammatory diseases. Achieving selective inhibition of specific bromodomains is challenging, due to the limited understanding of compound and target selectivity features. In this study we build and benchmark proteochemometric (PCM) classification models on bioactivity data for 15,350 data points across 31 bromodomains, using both compound fingerprints and binding site protein descriptors as input variables, achieving a maximum performance as measured by the Matthew's Correlation Coefficient (MCC) of 0.83 on the external test set. We also find that histone peptide binding data can be used as a target descriptor to build a high performing PCM model (MCC 0.80), showing the transferability of peptide interaction information to modeling small-molecule bioactivity. 1,139 compounds were selected for prospective experimental testing by performing a virtual screen using model predictions and implementing conformal prediction, which resulted in 319 correctly predicted compound-target pair actives and the correct prediction for certain selectivity profile combinations of the four bromodomains tested against. We identify that conformal prediction can be used to fine-tune the balance between hit retrieval and hit structural diversity in a virtual screening setting. PCM can be applied to future virtual screening and compound design, including off-target prediction for bromodomains.