Few population-based cohort studies, including both men and women, have explored circulating proteins associated with incident myocardial infarction (MI). This study investigated the relationships between circulating cardiometabolic-related proteins and MI risk using cohort-based and Mendelian randomization (MR) analyses and explored potential sex-specific differences. The discovery cohort included 11 751 Swedish adults (55-93 years). Data on 259 proteins assessed with Olink proximity extension assays, biochemical, and questionnaire-based information were used. Participants were followed up for incident MI and death over 8 years through linkage to Swedish registers. Replication analyses were conducted on the UK Biobank sample (n = 51 613). In MR analyses, index cis-genetic variants strongly related to the proteins were used as instrumental variables. Genetic association summary statistic data for MI were obtained from the CARDIoGRAMplusC4D consortium and FinnGen. Forty-five proteins were associated with incident MI in discovery and replication samples following adjustment for potential confounders and multiple testing. In the secondary analysis, 13 of the protein associations were sex-specific, with most associations identified among women. In MR analysis, genetically predicted higher levels of renin, follistatin, and retinoic acid receptor responder protein 2 were linked to an increased risk of MI. Tissue factor pathway inhibitor, tumor necrosis factor receptors 1 and 2, placenta growth factor had an inverse association with MI. This study identified both new and confirmed previously established associations between circulating proteins and incident MI and, for the first time, suggested sex-specific patterns in multiple protein-MI associations.