Many risk factors for coronary artery disease (CAD) have been described, some of which are genetic. Since the genetic profile can be generated at an early age, its use as a polygenic risk score (PRS) could improve the prediction of CAD risk. To develop a PRS from genetic variants (SNPs) associated with CAD and to assess its association with the incidence of myocardial infarction and mortality, by age and sex. A PRS including the weighted effects of > 1.14 millions of SNPs associated with CAD (CARDIoGRAMplusC4D data) was calculated in the UK Biobank cohort ( n = 408,422), using the LDpred software. Cox regressions were performed, stratified by age quartiles and sex, for MI and mortality, with a median follow-up of 11.1 years. Improvement in risk prediction of MI was assessed over a 10-year period by comparing the PRS to a clinical score, the pooled cohort equation, with categorical net reclassification index for a 2% threshold (NRI 0.02 ) and continuous NRI (NRI > 0 ). From 7744 incident MI cases and 393,751 controls, hazard ratio (HR) for MI reaches 1.53 (95% CI [1.49–1.56], P = 1.3e-296) by SD of PRS. PRS is significantly associated with MI incidence in both sexes, with a stronger association for men (interaction P = 0.002), particularly those aged between 40-51 years (1st quartile) (HR = 2.01, 95% CI [1.86–2.17], P = 4.3e-73). This group presents the highest reclassification improvement (NRI 0.02 = 0.26, 95% CI [0.20–0.29] and NRI > 0 = 0.61, 95% CI [0.52–0.69]), mainly driven by the reclassification of cases to a higher risk. From 23,982 deaths, HR for mortality is 1.08 (95% CI [1.06–1.09], P = 5.5e-30) per SD of PRS, with a stronger association in men (interaction P = 1.6e-06). Our PRS is associated with MI incidence and all-cause mortality, especially in men aged between 40–51 years. The use of PRS could optimize the identification and management of patients at risk for CAD.