Although pharmacological treatments of hypertension and dyslipidaemia are both associated with a reduction in cardiovascular risk, little is known about the degree of cardiovascular risk remaining in treated individuals, by assessing the levels of their risk factors achieved, that is their ‘residual cardiovascular risk’. We then used the data from the Prospective Epidemiological Study of Myocardial Infarction (PRIME), which involved 9649 men aged 50–59 years, from France and Northern Ireland with a 10-year follow-up, to test the presence of specific residual cardiovascular risks of coronary heart disease, stroke, total of fatal and non-fatal cardiovascular events and cardiovascular mortality, in patients treated with antihypertensive agents or lipid-lowering agents. In the whole cohort, a total of 796 patients developed a fatal or non-fatal cardiovascular event. Antihypertensive drug use at baseline was significantly associated (RR= 1.50, 95% CI: 1.25–1.80) with total cardiovascular event risk, but not lipid-lowering drug use, after adjusting for classic risk factors (age, smoking, total cholesterol, high-density lipoprotein cholesterol, systolic blood pressure and diabetes). Similar results were obtained for coronary heart disease (RR= 1.46, 95% CI: 1.18–1.80), stroke (RR= 1.75, 95% CI: 1.14–2.70) and cardiovascular death (RR= 1.62, 95% CI: 1.02–2.58), but neither for total death (RR= 1.15, 95% CI: 0.89–1.48) nor for non-cardiovascular death (RR= 1.00, 95% CI: 0.74–1.36). For any cardiovascular end point, residual risks did not globally differ according to the antihypertensive drug class prescribed at baseline. In conclusion, treatment with antihypertensive agents, but not with lipid-lowering agents, was associated with a sizeable residual cardiovascular risk, suggesting that more efficient risk reduction strategies in hypertension should be developed as a priority.