Background: Increased cardiovascular risk has been described in individuals with adrenal incidentalomas. The aim of the present study is to assess the effect of remnant cholesterol (RC) on the cardiovascular risk and mortality of patients with adrenal incidentalomas. Methods: A retrospective cohort study was conducted with patients with adrenal incidentalomas between 2001 and 2024. One hundred thirty-seven patients (mean age of 61.2 ± 11.5 years; 56.6% women) with non-functioning adrenal incidentalomas and with mild autonomous cortisol secretion (MACS) (cortisol post-dexamethasone suppression test ≥1.8 µg/mL) were included. The patients were divided into two groups using 30 mg/dL as the cut-off for RC. Logistic regression models were used to study the impact of RC on major adverse cardiovascular events and mortality (MACEs). Results: Patients with RC ≥ 30 mg/dL exhibited a higher prevalence of type 2 diabetes mellitus (T2D) (p < 0.001), lower HDL-C (p < 0.001) and LDL-C (p = 0.025) levels, a higher frequency of treatment with statins (p = 0.032), and a higher rate of non-fatal major cardiovascular events (p = 0.038) and MACEs (p = 0.038). Patients with MACS showed no differences in RC or complications during the follow-up. The relative risk of high RC was 2.65 (1.04–6.77) for cardiovascular events and 2.27 (1.05–4.92) for MACEs, with p < 0.05 in both cases. The only variables independently affecting MACEs were age ([odds ratio] OR = 1.13 [p = 0.004]), female sex (OR = 0.20; p = 0.016), LDL-C (OR = 1.02; p = 0.029), and RC (OR = 1.06; p = 0.014). T2D and HDL-C were not independently associated with MACEs. Conclusions: RC ≥30 mg/dL in patients with adrenal incidentalomas was associated with a higher prevalence of T2D, lower HDL-C levels, and a higher risk of MACEs. MACS was not associated with RC or MACEs during the follow-up.