Coronary artery disease (CAD) patients are at high ischemic risk, and new biomarkers reflecting atherosclerotic disease severity and coronary plaque vulnerability are required. The Brain-Derived Neurotrophic Factor (BDNF) affects endothelial and macrophage activation suggesting its involvement in atherosclerotic plaque behavior. To investigate whether plasma BDNF is associated with in vivo coronary plaque features, assessed by optical coherence tomography (OCT), in both acute myocardial infarction (AMI) and stable angina (SA) patients, we enrolled 55 CAD patients (31 SA and 24 AMI), and 21 healthy subjects (HS). BDNF was lower in CAD patients than in HS (p < 0.0001), and it decreased with the presence, clinical acuity and severity of CAD. The greater BDNF levels were associated with OCT features of plaque vulnerability in overall CAD as well as in SA and AMI patients (p < 0.03). Specifically, in SA patients, BDNF correlated positively with macrophages’ infiltration within atherosclerotic plaque (p = 0.01) and inversely with minimal lumen area (p = 0.02). In AMI patients a negative correlation between BDNF and cap thickness was found (p = 0.02). Despite a small study population, our data suggest a relationship between BDNF and coronary plaque vulnerability, showing that vulnerable plaque is positively associated with plasma BDNF levels, regardless of the clinical CAD manifestation.