Purpose: Thymic involution, a hallmark of immune ageing, is associated with chronic low-grade inflammation (“inflammaging”) and has been implicated in age-associated inflammatory diseases, including atherosclerosis. This study aimed to evaluate the association between persistent thymus and coronary artery calcification based on the Agatston score. Materials and Methods: In an exploratory effort, we retrospectively analyzed 206 patients aged 40–64 years who underwent ECG-triggered thoracic CT between 2019 and 2024. Coronary artery calcifications were quantified on virtual non-contrast reconstructions using the Agatston score. Thymic tissue was graded on a five-point scale based on the extent of fatty replacement, with higher grades indicating greater thymic preservation. Results: The cohort included 126 men and 80 women. Complete fatty replacement of the thymus (Grade 0) was seen more often in men compared to women (51/126 vs. 18/80; p = 0.011). Linear regression analysis revealed a significant inverse association between thymus grade and coronary Agatston score (Beta (B) = −28.8 (95% CI −45.3 to −12.3); p = 0.001). After adjusting for age and sex, higher thymic grades remained significantly associated with lower coronary Agatston scores (B = −22.2 (95% CI: −41.7 to −2.6); p = 0.03). Further analysis with adjustments for cardiovascular risk factors was not performed. Conclusions: Residual thymic tissue was significantly inversely associated with coronary artery calcification, and this association persisted after adjustment for age and sex. These findings support the hypothetical concept that morphologically detectable thymic remnants may reflect interindividual differences in immune ageing and inflammaging that are associated with age-related inflammatory disease phenotypes. The results of this hypothesis-generating study give incentive to further investigate the nature and strength of these associations in prospective studies.