Chronic kidney disease (CKD) is a known risk factor for cardiovascular disease, including acute myocardial infarction. However, whether this risk is only associated with severe kidney disease or is also related to mildly impaired kidney function is still under debate. The incidence rate and risk factors of incident acute myocardial infarction (AMI) in patients with CKD are sparse. Potential differences in risk factor profiles between CKD patients with incident AMI and CKD patients with a prior AMI have not been sufficiently investigated. Furthermore, important factors such as albuminuria and socio-economic factors are often not included. The primary aim of this study was to establish the incidence rate of AMI after CKD debut. Secondly, to evaluate the importance of different CKD stages and the risk of having an AMI. Finally, to identify individuals at risk for AMI after CKD debut adjusted for prevalent AMI. Based on data from the kidney disease cohort of Southern Denmark (KidDiCo), including 66,486 CKD patients, we established incidence rates and characteristics of incident AMI among patients within a 5-year follow-up period after CKD debut. A Cox regression was performed to compute the cause-specific hazard ratios for the different risk factors. The incidence rate for CKD stage G3−5 patients suffering acute myocardial infarction is 2.5 cases/1000 people/year. In patients without a previous myocardial infarction, the risk of suffering a myocardial infarction after CKD debut was only significant in CKD stage G4 (HR = 1.402; (95% CI: 1.08−1.81); p-value = 0.010) and stage G5 (HR = 1.491; (95% CI: 1.01−2.19); p-value = 0.042). This was not the case in patients who had suffered an acute myocardial infarction prior to their CKD debut. In this group, a previous myocardial infarction was the most critical risk factor for an additional myocardial infarction after CKD debut (HR = 2.615; (95% CI: 2.241−3.05); p-value < 0.001). Irrespective of a previous myocardial infarction, age, male sex, hypertension, and a low educational level were significant risk factors associated with an acute myocardial infarction after CKD debut. The incidence rate of AMI in patients with CKD stage G3−5 was 2.5 cases/1000 people/year. Risk factors associated with incident AMI in CKD stage G3−5 patients were CKD stage, age, and hypertension. Female sex and higher educational levels were associated with a lower risk for AMI. Prior AMI was the most significant risk factor in patients with and without previous AMI before fulfilling CKD stage G3−5 criteria. Only age, sex, and a medium-long educational level were significant risk factors in this group.