The risk of cardiovascular (CV) disease and mortality is increased by rheumatoid arthritis (RA). However, data on how RA patients perceive their own CV risk and their adherence to CV prevention factors are scarce. We conducted an observational study on 266 patients with RA to determine whether the perceived CV risk correlates to the objective CV risk, and if it influences their compliance with a Mediterranean diet and physical exercise. The objective CV risk was calculated according to the modified European League Against Rheumatism (EULAR) Systematic Coronary Risk Evaluation (SCORE). The perceived CV risk did not correlate to the objective CV risk. The correlation was even lower when carotid ultrasound was used. Notably, 64.62% of patients miscalculated their CV risk, with 43.08% underestimating it. Classic CV risk factors, carotid ultrasound markers and ESR and CRP showed significant correlation with the objective CV risk. However, only hypertension and RA disease features showed association with the perceived CV risk. Neither the objective CV risk nor the perceived CV risk were associated with the accomplishment of a Mediterranean diet or physical activity. In conclusion, RA patients tend to underestimate their actual CV risk, giving more importance to RA features than to classic CV risk factors. They are not concerned enough about the beneficial effects of physical activity or diet.