A substantial cardiovascular disease risk remains even after optimal statin therapy. Comparative predictiveness of major lipid and lipoprotein parameters for cardiovascular events in patients with type 2 diabetes mellitus (T2DM) who are treated with statins is not well documented. From the Korean Nationwide Cohort, 11,900 patients with T2DM (≥40 years of age) without a history of cardiovascular disease and receiving moderate- or high-intensity statins were included. The primary outcome was the first occurrence of major adverse cardiovascular events (MACE) including ischemic heart disease, ischemic stroke, and cardiovascular death. The risk of MACE was estimated according to on-statin levels of low-density lipoprotein cholesterol (LDL-C), triglyceride (TG), highdensity lipoprotein cholesterol (HDL-C), and non-HDL-C. MACE occurred in 712 patients during a median follow-up period of 37.9 months (interquartile range, 21.7 to 54.9). Among patients achieving LDL-C levels less than 100 mg/dL, the hazard ratios for MACE per 1-standard deviation change in ontreatment values were 1.25 (95% confidence interval [CI], 1.07 to 1.47) for LDL-C, 1.31 (95% CI, 1.09 to 1.57) for non-HDL-C, 1.05 (95% CI, 0.91 to 1.21) for TG, and 1.16 (95% CI, 0.98 to 1.37) for HDL-C, after adjusting for potential confounders and lipid parameters mutually. The predictive ability of on-statin LDL-C and non-HDL-C for MACE was prominent in patients at high cardiovascular risk or those with LDL-C ≥70 mg/dL. On-statin LDL-C and non-HDL-C levels are better predictors of the first cardiovascular event than TG or HDL-C in patients with T2DM.