Aims: Increased glucose excursions and postprandial hyperglycaemia have been suggested as unique risk factors for cardiovascular disease (CVD) and mortality in patients with diabetes mellitus. Much of the evidence is based on a single 2 h glucose value after oral glucose tolerance testing in epidemiological studies. We examined the association between various indices of glycaemia measured during everyday activities and metabolic CVD risk factors in the A1C-Derived Average Glucose (ADAG) study. Methods: Participants (268 with type 1 diabetes, 159 with type 2 diabetes) completed 16 weeks of intensive continuous glucose monitoring (CGM) and self-monitoring of blood glucose (SMBG). From these data, common indices of postprandial glycaemia, overall hyperglycaemia, glucose variability and HbA1c were derived. The associations between glycaemic indices and known CVD risk factors (lipids, high-sensitivity C-reactive protein and blood pressure) were explored in linear regression models. Results: For both diabetes types, the overall strongest associations with CVD risk factors were seen for the measures of average glycaemia (mean blood glucose and HbA1c). Associations between self-monitored postprandial and fasting glucose and CVD risk factors were weaker, but significant. Measurements of blood glucose variability showed non-significant associations. Overall, calculations based on CGM were not more informative than those based on frequent SMBG. Conclusions/interpretation: Mean glycaemia and HbA1c show consistent and stronger associations with CVD risk factors than fasting glucose or postprandial glucose levels or measures of glucose variability in patients with diabetes.