Background The independent role of mild autonomous cortisol secretion (ACS) in influencing the cardiovascular event (CVE) occurrence is a topic of interest. We investigated the role of mild ACS in the CVE occurrence in patients with adrenal incidentaloma (AI) by standard statistics and artificial neural networks (ANNs). Methods We analyzed a retrospective record of 518 AI patients. Data regarding cortisol levels after 1 mg dexamethasone suppression (1 mg DST) and the presence of obesity (OB), hypertension (AH), type-2 diabetes (T2DM), dyslipidemia (DL), familial CVE history, smoking habit and CVE were collected. Results The receiver-operating characteristic curve analysis suggested that 1 mg DST, at a cut-off of 1.8 µg/dL, had the best accuracy for detecting patients with increased CVE risk. In patients with 1 mg-DST ≥1.8 µg/dL (DST+, n = 223), age and prevalence of AH, T2DM, DL and CVE (66 years, 74.5, 25.9, 41.4 and 26.8% respectively) were higher than that of patients with 1 mg-DST ≤1.8 µg/dL (61.9 years, 60.7, 18.5, 32.9 and 10%, respectively, P < 0.05 for all). The CVE were associated with DST+ (OR: 2.46, 95% CI: 1.5–4.1, P = 0.01), regardless of T2DM, AH, DL, smoking habit, gender, observation period and age. The presence of at least two among AH, T2DM, DL and OB plus DST+ had 61.1% sensitivity in detecting patients with CVE. By using the variables selected by ANNs (familial CVE history, age, T2DM, AH, DL and DST+) 78.7% sensitivity was reached. Conclusions Cortisol after 1 mg-DST is independently associated with the CVE occurrence. The ANNs might help for assessing the CVE risk in AI patients.