In continuation of a former work by the first author with F. Nier (2009) and of a more recent work by the second author on the torus (2019), we consider the Kramers-Fokker-Planck operator (KFP) with an external electromagnetic field on R d. We show a maximal type estimate on this operator using a nilpotent approach for vector field polynomial operators and induced representations of a nilpotent graded Lie algebra. This estimate leads to an optimal characterization of the domain of the closure of the KFP operator and a criterion for the compactness of the resolvent.