Patients with adrenal incidentaloma present a wide range of cortisol secretion, which is not always properly defined by first-line screening tests recommended to rule out Cushing's syndrome (CS), such as 1-mg dexamethasone suppression test (1-mg DST), late night salivary cortisol (LNSC), or 24-h urinary free cortisol (UFC). Therefore, we examined the diagnostic performance of each screening test in patients with adrenal incidentaloma. In a series of 164 consecutive patients with adrenal incidentaloma, we measured serum cortisol after 1-mg DST, LNSC, and UFC (with LC-MS/MS). Medical history was investigated for cardiovascular events (CVE) in a subgroup of 93 patients with at least 2 years of follow-up. Serum cortisol <50nmol/L after 1-mg DST presented the highest sensitivity (100%) to rule out CS, despite a low specificity (62%). UFC > 170nmol/24h achieved the highest diagnostic accuracy (sensitivity 98%, specificity 91%, and negative/positive likelihood ratios of 0.02/10.83, respectively). The prevalence of CVE was higher in patients with non-suppressed cortisol after 1-mg DST and high UFC levels (p = 0.018). Traditional cardiovascular risk factors (hypertension, diabetes mellitus, dyslipidemia, BMI > 30kg/m2, smoke or high gender-based waist circumference) were not associated with CVE. The 1-mg DST at its lowest threshold presented high sensitivity in identifying CS, but its low specificity encourages us to consider UFC levels, measured with LC-MS/MS, to reduce false-positive test results. High UFC levels could also be considered as markers to stratify cardiovascular risk in patients with adrenal incidentaloma.