Background: Cardiovascular diseases (CVD) are the main cause of death in the population with diabetes mellitus. This study purposed to determine clinical laboratory markers that might be correlated with the risk of CVD in individuals with type 2 diabetes mellitus (T2DM). Methods: Using data from the Clinical Center of the University of Debrecen from 2016 to 2020, we assessed cardiovascular risk in 5593 individuals with T2DM over a five-year follow-up period. There were 347 new cases of acute myocardial infarction (AMI) and stroke during the period. Following the stratification of these individuals into two groups according to the diagnosis of these CVDs until 2020, the risk of these CVDs was assessed through the utilization of the Chi-square test and Cox proportional hazards regression. Results: The findings of the Cox proportional hazards regression model showed that the number of HbA1C measurements per year (HR = 0.46, 95% CI 0.31–0.7), decreased levels of estimated glomerular filtration rate (eGFR) (HR = 1.6, 95% CI 1.04–2.47), and elevated triglyceride levels (HR = 1.56, 95% CI 1.06–2.29) were correlated with CVD in patients with T2DM. The area under the curve (AUC) was increased from 0.557 (95% CI 0.531–0.582) to 0.628 (95% CI 0.584–0.671) after the inclusion of the laboratory variables into the model showing improved discrimination for AMI and stroke. Conclusions: These findings indicated that eGFR, triglyceride, and the number of HbA1C per year are correlated with AMI and stroke in patients with T2DM.