Background: Prior statin therapy has a cardioprotective effect in patients undergoing elective or urgent percutaneous coronary intervention (PCI). However, data on patients with ST-elevation myocardial infarction (STEMI) undergoing primary PCI are still controversial. We retrospectively evaluated the effect of prior statin therapy on in-hospital clinical outcomes in consecutive STEMI patients undergoing primary PCI. Methods: A total of 1790 patients (mean age 67 ± 11 years, 1354 men) were included. At admission, all patients were interrogated about prior (>6 months) statin therapy. The primary endpoint of the study was the composite of in-hospital mortality, acute pulmonary edema, and cardiogenic shock in patients with or without prior statin therapy. Results: A total of 427 patients (24%) were on prior statin therapy. The incidence of the primary endpoint was similar in patients with or without prior statin therapy (15% vs. 16%; p = 0.38). However, at multivariate analysis, prior statin therapy was associated with a lower risk of the primary endpoint, after adjustment for major prognostic predictors (odds ratio 0.61 [95% CI 0.39–0.96]; p = 0.03). Conclusions: This study demonstrated that prior statin therapy is associated with a better in-hospital clinical outcome in patients with STEMI undergoing primary PCI compared to those without prior statin therapy.