Non-high-density lipoprotein cholesterol (HDL-C) provides an estimate of lipid-associated risk and is a secondary treatment target after myocardial infarction (MI). The aim was to study the relationship between non-HDL-C levels after MI and risk of adverse outcomes. From the SWEDEHEART registry, 56,262 patients with MI were included. Outcomes were major adverse cardiovascular event (MACE: death, MI, ischaemic stroke), death, and non-fatal MI. Non-HDL-C was assessed at admission, 2 months, and 1 year. Target achievement (<2.2 mmol/L) of non-HDL-C, timing thereof, and outcomes were assessed. During median follow-up of 5.4 years, 9549 had MACE, 5427 died, and 3946 had MI. Long-term hazard ratio (HR) for MACE in the lowest versus the highest quartile of achieved non-HDL-C at 1 year was 0.76 (95% confidence interval 0.71-0.81). Short-term results were consistent also when assessing non-HDL-C levels at 2 months, including early events up to 1 year (HR 0.80, 95% CI 0.68-0.92). Similar results were observed for all outcomes. Patients achieving both early and sustained targets had lowest risk of outcomes (HR 0.80 95% CI 0.74-0.86) versus patients achieving target early or late (HR for both 0.86, 95% CI 0.79-0.93). The lowest achieved levels both at 2 months and at 1 year of non-HDL-C were associated with better outcome. The lowest risk was observed when target was achieved within 2 months of MI and sustained thereafter. These findings challenge the current stepwise approach for cholesterol lowering after MI which inevitably results in delaying goal attainment and possible harm.