Background: In cholesterol guidelines, low-density lipoprotein (LDL) cholesterol remains the primary target while apolipoprotein B (apoB) and non–high-density lipoprotein (non-HDL) cholesterol are secondary targets. Objectives: This study sought to determine if elevated apoB and/or non-HDL cholesterol are superior to elevated LDL cholesterol in identifying statin-treated patients at residual risk of all-cause mortality and myocardial infarction. Methods: In total, 13,015 statin-treated patients from the Copenhagen General Population Study were included with 8 years median follow-up. Cox regressions among apoB, non-HDL cholesterol, and LDL cholesterol, respectively, and all-cause mortality or myocardial infarction were examined on continuous scales by restricted cubic splines and by categories of concordant and discordant values defined by medians. Results: High apoB and non-HDL cholesterol were associated with increased risk of all-cause mortality and myocardial infarction, whereas no such associations were found for high LDL cholesterol. Compared with concordant values below medians, discordant apoB above the median with LDL cholesterol below yielded hazard ratios of 1.21 (95% confidence interval [CI]: 1.07 to 1.36) for all-cause mortality and 1.49 (95% CI: 1.15 to 1.92) for myocardial infarction. Corresponding values for high non-HDL cholesterol with low LDL cholesterol were 1.18 (95% CI: 1.02 to 1.36) and 1.78 (95% CI: 1.35 to 2.34). In contrast, discordant high LDL cholesterol with low apoB or non-HDL cholesterol was not associated with increased risk of all-cause mortality or myocardial infarction. Also, discordant high apoB with low non-HDL cholesterol yielded hazard ratios of 1.21 (95% CI: 1.03 to 1.41) for all-cause mortality and of 0.93 (95% CI: 0.62 to 1.40) for myocardial infarction. Furthermore, dual discordant apoB and non-HDL cholesterol above the medians with LDL cholesterol below presented hazard ratios of 1.23 (95% CI: 1.07 to 1.43) for all-cause mortality and 1.82 (95% CI: 1.37 to 2.42) for myocardial infarction. Conclusions: In statin-treated patients, elevated apoB and non-HDL cholesterol, but not LDL cholesterol, are associated with residual risk of all-cause mortality and myocardial infarction. Discordance analysis demonstrates that apoB is a more accurate marker of all-cause mortality risk in statin-treated patients than LDL cholesterol or non-HDL cholesterol, and apoB in addition is a more accurate marker of risk of myocardial infarction than LDL cholesterol.